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ARIMA & cross-correlation

To: s-news@lists.biostat.wustl.edu
Subject: ARIMA & cross-correlation
From: "M.T Shakeri" <mmttss@hotmail.com>
Date: Mon, 30 Jul 2001 09:58:24


Hi every one,

I have 2 question

1- For fitting an ARIMA model we use the "arima.mle" command and "arima.diag" shows the acf and pacf graphs of residuals. What is the command for show the values of coefficients of ARIMA model ?

2- Is there any function or command for showing the values and drawing the graph of cross-correlation and cross-spectrum?

Thank you in advance,
Mohamed

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