[R] RE. arimaX
kjetil at entelnet.bo
Fri Apr 16 16:14:43 CEST 2004
On 1 Apr 2004 at 20:28, michele lux wrote:
If by arimax you meant arima with the xreg argument,
where xreg is a vector or matrix of exogeneous variables,
then it is my understanding (but I did'nt yet understand the
code completely) that the coefficients of the columns in xreg
is estimate jointlt with the ARMA parameters, by maximum likelihood
(or conditional maximum likelihood in the case method="CSS"
If this is wrong, could somebody correct me?
(If by arimax you meant something else, you should better explain).
> Hallo all
> can someone explain me how the exogenus variables work
> in the arimax models is not clear for me...
> Thanks Michele
> R-help at stat.math.ethz.ch mailing list
> PLEASE do read the posting guide!
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