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