arima0() (PR#314)
Sun, 7 Nov 1999 17:56:47 +0100 (MET)

Full_Name: Ahmad Abu Hammour
Version: rw0651
OS: windows 95
Submission from: (NULL) (

Although I know that "ts package" is preliminary, I wanted to compare the
results from R and SPSS. I ran ARIMA(2,1,2) in both softwares. I got NaN in
standard errors of coefficients from R and real figures from SPSS. I changed
"delta" in R to match that used by SPSS, I received results with no NaNs but
different from those from SPSS specially in MA coefficients. They came out
negative numbers while positive from SPSS. 

r-devel mailing list -- Read
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: