[R] SARIMA in rpy2

pietro chen tcpietro at yahoo.it
Thu Oct 22 14:03:21 CEST 2015


Hello,

Am trying to estimate a seasonal Arima by calling the R forecast package in
Rpy2:

fit = forecast.Arima(x = h02, order = order, seasonal = seasonal)

Strangely I get the estimates of the non-seasonal part, only, even if the
model is specified as (3,0,1)x(0,1,2). Can anyone tell me where the issue
is?

Regards,

P.

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