Re: [R] Maximum likelihood acf

In fact, I need it in the general case, not only for an ARMA process. Unfortunately, I have no reference to give so I will code it. Sorry for the trouble. Alain Prof Brian Ripley a écrit : > On Fri, 12 Jan 2007, Alain Guillet wrote: > >> Prof. Brian Ripley, >> >> Yo

Re: [R] Maximum likelihood acf

écrit : > You will need to give us a reference, as the acf is not a parameter in > a model in your description and MLEs apply to model parameters. > > Just possibly ar.mle is what you are looking for, perhaps plus ARMAacf? > > On Fri, 12 Jan 2007, Alain Guillet wrote: >

[R] Maximum likelihood acf

Hello! I am looking for a function which computes the maximum likelihood estimator of the autocorrelation function for a gaussian time series. Does a such function already exist in R? The estimator by default in R, acf(), uses the method of moments. Thanks a lot, Alain -- Alain Guillet

Re: [R] Mayday ! Needing urgent help about writing results to a file

; PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- Alain Guillet Statistician and Computer Scientist Institut de statistique - Université catholique de Louvain Bureau d.126 Voie