[R] Difference in function arima estimation between 2.11.1 and R 2.12.2
Berend Hasselman
bhh at xs4all.nl
Mon Sep 12 19:59:57 CEST 2011
Luis Felipe Parra wrote:
>
> ....
> and as you can see in the results some coefficients (for example ar2 and
> ar8) are different in the different R versions. does anybody know what
> might
> be going on. Was there any change in the arima function between the two
> versions?
>
You asked the same question about these results 3 days ago.
The results are not significantly different.
You were told that the very small differences can be caused by lots of
factors and you are not providing relevant information about e.g. OS,
32bit/64bit. Besides you are using an old version of R.
I really don't think there is anything to worry about.
/Berend
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