An ARIMA model, by definition, has no observation error. And the definition used is on the help page.
On Tue, 6 Jul 2004, Guiming Wang wrote: > Does anyone know how to include observation errors in the arima of R. > I read the manual and tried the example codes, but did not find the > solution. From the outputs of the components "model", it seems to me > that the default setting of the arima does not include the observational > error in the fitting. Am I right on this one? Thanks in advance. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
