The question here is twofold.
First, what algorithm does the package implement? I have
seen numerous instances of packages claiming to offer
ARIMA, EM, or GARCH procedures, but the packages provide
no detail on the algorithm. Without these details, the
procedure is a black box. He who trusts a
There is an introductory example of two datasets with equal R^2
(and possibly with equal coefficients?) but with
markedly different residuals. I can't for the life of me
remember the author's name that is associated with these
data, or where to find them.
Any help would be appreciated.
Bruce
