Hi!
For the person who asked about the armaFit from the fSeries
library, here is an example:
> library(its)
> x1 <- priceIts(instrument = c("^ftse"), start = "1998-01-01",
+ quote = "Close")
> fit <- armaFit(x1 ~ arima(1,1,1))
> fit
Call:
armaFit(formula = x1 ~ arima(1, 1, 1))
Model:
ARIMA(1,1,1) with method: CSS-ML
Coefficient(s):
ar1 ma1
-0.2562 0.2779
>
Hope this helps!
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
mailto: [EMAIL PROTECTED]
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