Re: [R] Arima bug?

2009-02-19 Thread Peter Dalgaard
rkevinbur...@charter.net wrote: I was looking at the 'R' code associated with arima. I see the following: upARIMA <- function(mod, phi, theta) { p <- length(phi) q <- length(theta) mod$phi <- phi mod$theta <- theta r <- max(p, q + 1) if (p > 0)

[R] Arima bug?

2009-02-19 Thread rkevinburton
I was looking at the 'R' code associated with arima. I see the following: upARIMA <- function(mod, phi, theta) { p <- length(phi) q <- length(theta) mod$phi <- phi mod$theta <- theta r <- max(p, q + 1) if (p > 0) mod$T[1:p, 1] <- phi