[R] Robust ARMA Fitting in R?

[Berend Hasselman]

On 01-03-2012, at 19:33, isabella at ghement.ca wrote:

> Hi Berend,
> 
> Many thanks for your prompt reply.  I followed your instructions but couldn't find what I was looking for.  I was hoping that someone who's already worked with such a function could be able to point it out to me.  My Google searches came up empty handed. 

I just tried searching in Google for "arima R" (without the quotes) and got

http://stat.ethz.ch/R-manual/R-patched/library/stats/html/arima.html

and a lot more.

And then searched for "arima R robust"  
It appears there is a package TSA which might bw of use to you.

Berend