[R] Observation error in arima

Prof Brian Ripley ripley at stats.ox.ac.uk
Wed Aug 11 08:42:50 CEST 2004

An ARIMA model, by definition, has no observation error.  And the 
definition used is on the help page.

On Tue, 6 Jul 2004, Guiming Wang wrote:

> Does anyone know how to include observation errors in the arima of R.  
> I read the manual and tried the example codes, but did not find the
> solution.  From the outputs of the components "model", it seems to me
> that the default setting of the arima does not include the observational
> error in the fitting. Am I right on this one?  Thanks in advance.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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