‎"oɯsıɯ ol ǝɹdɯǝıs sɐƃɐɥ ou ,soʇuıʇsıp sopɐʇlnsǝɹ sɐɔsnq ıS"

Does R correctly handle ARIMA estimation?

Few minutes ago I read a very interesting question which has to do with ARIMA estimation using R, actually a guy was wondering why a AR(1) with exogenous regressors estimated by E-Views is totally different from that one estimated using R. After all arima function is not the best function in R. To see a very good discussion about time series issues when using R you must read this blog devoted to highlight those issues and how to overcome them.

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