R-beta: arima

Ross & ihaka at stat.auckland.ac.nz
Tue Apr 15 13:01:01 CEST 1997

Fredrik Glockner writes:
 > Has anybody ported the `arima'-package to R?  I'm specially interested
 > in the `arima.mle'-thingy.

There is a very big state-space package which Paul Gilbert has done.

I have made a start on converting some of the Applied Statistics code,
but it is only in a partially complete state.  I'm not teaching time
series this year so I'm unlikely to make much progress.

On the S front ...  Has anyone else had problems with arima.mle.
I tried it on standard examples from Box and Jenkins last year and got
very different results from what B&J and SAS ETS give.  I'm pretty
suspicious about it.
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