From peter@ruckde@che| @end|ng |rom web@de  Wed Dec  4 11:30:19 2019
From: peter@ruckde@che| @end|ng |rom web@de (Peter Ruckdeschel)
Date: Wed, 4 Dec 2019 11:30:19 +0100
Subject: [Rd] Assumption of Gaussian innovations in function stats::arima
Message-ID: <54c52f7e-8ea5-643b-93d2-8f2bdb429cf9@web.de>

Hi, if I read the help to function stats::arima carefully enough, I have not found any mentioning of the assumption that
the innovations e[t] (notation from the help file) be Gaussian. I think this assumption should be included. In
particular, the returned information on the log likelihood would be wrong otherwise.

Best regards, Peter Ruckdeschel



[Rd] Assumption of Gaussian innovations in function stats::arima
Peter Ruckdeschel