Hello, I am looking for an R package that uses nonlinear least squares to fit ARIMA models. Initially I was using tseries but according to the documentation for the Arima function in tseries:
*The exact likelihood is computed via a state-space representation of the ARIMA process, and the innovations and their variance found by a Kalman filter. * Are there any alternative commands that use nonlinear least squares? [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.