Greetings R-friends, I'm looking for some code to fit an ARMA, up to (3,3), preferably with ML. I'm doing a simulation experiment, so I need to fit it to the order of millions of times. I'm using Professor Ripley's arima() command right now, but I hope to find soemthing faster in c. Does anyone know of any inexpensive c library that performs this?
Andrew Andrew Robinson Ph: 208 885 7115 Department of Forest Resources Fa: 208 885 6226 University of Idaho E : [EMAIL PROTECTED] PO Box 441133 W : http://www.uidaho.edu/~andrewr Moscow ID 83843 Or: http://www.biometrics.uidaho.edu No statement above necessarily represents my employer's opinion. ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
