From janko.thyson at ku-eichstaett.de  Wed Jan 19 11:45:49 2011
From: janko.thyson at ku-eichstaett.de (Janko Thyson)
Date: Wed, 19 Jan 2011 11:45:49 +0100
Subject: [Rd] Possible bug in stats::arima (arima.c)
Message-ID: <004d01cbb7c6$08f4f530$1adedf90$@thyson@ku-eichstaett.de>

Dear list,

 

We think we found a bug in the ?arima.c? file of the stats package with
respect to the estimation of SARIMA model coefficients (wrong sign). Please
see the attached PDF file for more details.

 

It?d be great if someone could verify if this is a bug or not.

 

Regards,

Ulrich K?sters and Janko Thyson

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[Rd] Possible bug in stats::arima (arima.c)
Janko Thyson