[R] any doc to understand arima state space model?

2010-06-01 Thread shakira M
I am trying to understand R arima function. Any pointers would be appreciated. Thank you, Shakira. [[alternative HTML version deleted]] __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting

[R] getQ0 gives different results

2010-05-24 Thread shakira M
getQ0 function is used in arima. I am trying to recode arima function in perl ( I have to use this function in grid. We have restrictions to install R package in large set of machines ) The getQ0 acts differently for same kind of input ( I hope ). > init [1] 18.368400 0.415422 0.415422 > arma [