that's interesting, marie.
on his webpage [1], david s. stoffer provides concrete arguments for why
the r arima function in the stats package should be considered to
produce misleading, if not just wrong results.
david (cc:ed for reference) reported the issue in october 2005, bug
report #8231
Dear R,
I have find a website where they report problem with ARIMA models in R. I
run the examples there and they give result as shown on the website. Does
this mean that nothing has corrected in R? Maybe you not have seen the
page, but the author said he contacted you.
Here is the URL:
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