The R Project SVN R

Rev

Rev 88690 | Show entire file | Ignore whitespace | Details | Blame | Last modification | View Log | RSS feed

Rev 88690 Rev 88694
Line 140... Line 140...
140
 
140
 
141
  Missing values are allowed, and are handled exactly in method \code{"ML"}.
141
  Missing values are allowed, and are handled exactly in method \code{"ML"}.
142
 
142
 
143
  If \code{transform.pars} is true, the optimization is done using an
143
  If \code{transform.pars} is true, the optimization is done using an
144
  alternative parametrization which is a variation on that suggested by
144
  alternative parametrization which is a variation on that suggested by
145
  Jones (1980) and ensures that the model is stationary.  For an AR(p)
145
  \bibcitet{R:Jones:1980} and ensures that the model is stationary.
-
 
146
  For an AR(p)
146
  model the parametrization is via the inverse tanh of the partial
147
  model the parametrization is via the inverse tanh of the partial
147
  autocorrelations: the same procedure is applied (separately) to the
148
  autocorrelations: the same procedure is applied (separately) to the
148
  AR and seasonal AR terms.  The MA terms are not constrained to be
149
  AR and seasonal AR terms.  The MA terms are not constrained to be
149
  invertible during optimization, but they will be converted to
150
  invertible during optimization, but they will be converted to
150
  invertible form after optimization if \code{transform.pars} is true.
151
  invertible form after optimization if \code{transform.pars} is true.