arima estimation with splus 6.0

[hedhili leila <hedhilileila@yahoo.fr>]

Hello

With splus 4.0, we can estimate a seasonal arima model with the command arima.mle.

But with splus 6.0, when we use the command arima.mle to estimate  a seasonal arima model, it does not produce the estimate of the coefficients :

example :

 al.mod <- list(list(order=c(0,1,1)), list(order=c(0,1,1), period=12))
 arima.mle(ship, model=al.mod)
Call: arima.mle(x = ship, model = al.mod)
Method:  Maximum Likelihood
Model : 

Coefficients:

Variance-Covariance Matrix:
               ma(1)        ma(12)
 ma(1) 1.110637e-002 8.292478e-009
ma(12) 8.292478e-009 1.160990e-002

Optimizer has  converged
Convergence Type: relative function convergence
AIC: 1430.20046

 

Leila

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