From stoffer at pitt.edu  Thu Jul 15 02:13:05 2004
From: stoffer at pitt.edu (stoffer@pitt.edu)
Date: Thu Jul 15 02:13:08 2004
Subject: [Rd] arima (PR#7092)
Message-ID: <20040715001305.3C7FA108BD@slim.kubism.ku.dk>

Full_Name: david stoffer
Version: 1.9.0
OS: win xp pro
Submission from: (NULL) (67.165.78.88)


arima() doesn't fit the model correctly if there is differencing and a constant
is still needed.  also, the description saying that it's not necessary to ever
fit a constant is incorrect.

if you fit a pure AR using arima(), it tells you it's giving you the intercept
term, but it's actually reporting the estimate of the mean.


[Rd] arima (PR#7092)
stoffer@pitt.edu