Hi everyone,
-----------------------------
Coefficients:
ar1 ar2 ma1 ma2 sar1 intercept drift
1.5283 -0.7189 -1.9971 0.9999 0.3982 0.0288 -9e-04
s.e. 0.0869 0.0835 0.0627 0.0627 0.1305 NaN NaN
sigma^2 estimated as 0.04383: log likelihood = 4.34, aic = 7.32
Warning message:
NaNs produced in: sqrt(diag(object$var.coef))
-------------------------------------------
What does this mean?
Thanks a lot!
[[alternative HTML version deleted]]
______________________________________________
[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