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1. asymptotic standard errors (score: 1): Author: James Dartnall <james.dartnall@gmail.com>; Date: Tue, 20 Sep 2005 15:16:17 +0100; Dear all, Does anyone know of a function in S-Plus or S+Finmetrics which calculates asymptotic standard errors on parameters in ARIMA models or hyperparameters in state space models? I am using S-Plu; /archives/html/s-news/2005-09/msg00060.html (7,195 bytes)
2. Re: asymptotic standard errors (score: 1): Author: "Henrik Aalborg Nielsen" <immhan@student.dtu.dk>; Date: Wed, 21 Sep 2005 13:45:40 +0200 (CEST); arima.mle() will calculate the variance-covariance matrix for the autoregressive and moving average coefficients (citing the help-page). Regards, Henrik -- Henrik Aalborg Nielsen Informatics and Mat; /archives/html/s-news/2005-09/msg00064.html (8,066 bytes)

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