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1. [S] How reliable is arima.mle ? (score: 1)
Author: Kin Cheung <kin_cheung@alkermes.com>
Date: Wed, 29 Sep 1999 15:24:21 -0400
Dear S+ users, I am trying to simulate an ARMA(1,1) process and then compare the estimated AR and MA parameters produced by 'arima.mle'. The estimated parameters are way off the therectical values. I
/archives/html/s-news/1999-09/msg00284.html (8,091 bytes)

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