[R] Arima

Pascal Grandeau pgrandeau at free.fr
Sun Dec 16 20:07:03 CET 2001

I did a regression with ARMA errors using arima0 with
where reg1 is the matrix of the regressors and when I see diag(ari$var.coef)
I get negative terms. Do you know what this mean ?

I try to change transform.pars to 0 or 1 but this crash R on Windows.

Is it possible to test the significativity of the estimators obtained by
arima0 and how ?

I use arima0 because I have regressors and it seems it is impossible to uses
arma() in tseries with regressors.

Does anyone make a routine for regression with ARMA errors with least
squares ?

Another question : how can I handle missing values in regression with ARMA
errors with R ?

Thank you very much.


PS : do you know if there exist companies making formations on R in France ?

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