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% File src/library/stats/man/arima.Rd
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% File src/library/stats/man/arima.Rd
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% Part of the R package, https://www.R-project.org
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% Part of the R package, https://www.R-project.org
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% Copyright 1995-2015 R Core Team
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% Copyright 1995-2018 R Core Team
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% Distributed under GPL 2 or later
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% Distributed under GPL 2 or later
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\name{arima}
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\name{arima}
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\alias{arima}
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\alias{arima}
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\concept{ARMA}
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\concept{ARMA}
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  \item{model}{A list representing the Kalman Filter used in the
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  \item{model}{A list representing the Kalman Filter used in the
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    fitting.  See \code{\link{KalmanLike}}.}
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    fitting.  See \code{\link{KalmanLike}}.}
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}
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}
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\references{
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\references{
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  Brockwell, P. J. and Davis, R. A. (1996) \emph{Introduction to Time
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  Brockwell, P. J. and Davis, R. A. (1996).
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    Series and Forecasting.} Springer, New York. Sections 3.3 and 8.3.
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  \emph{Introduction to Time Series and Forecasting}.
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  Springer, New York.
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  Sections 3.3 and 8.3.
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  Durbin, J. and Koopman, S. J. (2001) \emph{Time Series Analysis by
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  Durbin, J. and Koopman, S. J. (2001).
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  \emph{Time Series Analysis by State Space Methods}.
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    State Space Methods.}  Oxford University Press.
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  Oxford University Press.
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  Gardner, G, Harvey, A. C. and Phillips, G. D. A. (1980) Algorithm
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  Gardner, G, Harvey, A. C. and Phillips, G. D. A. (1980).
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  AS154. An algorithm for exact maximum likelihood estimation of
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  Algorithm AS 154: An algorithm for exact maximum likelihood estimation
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  autoregressive-moving average models by means of Kalman filtering.
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  of autoregressive-moving average models by means of Kalman filtering.
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  \emph{Applied Statistics} \bold{29}, 311--322.
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  \emph{Applied Statistics}, \bold{29}, 311--322.
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  \doi{10.2307/2346910}.
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  Harvey, A. C. (1993) \emph{Time Series Models},
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  Harvey, A. C. (1993).
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  \emph{Time Series Models}. 2nd Edition.
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  2nd Edition, Harvester Wheatsheaf, sections 3.3 and 4.4.
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  Harvester Wheatsheaf.
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  Sections 3.3 and 4.4.
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  Jones, R. H. (1980).
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  Jones, R. H. (1980) Maximum likelihood fitting of ARMA models to time
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  Maximum likelihood fitting of ARMA models to time series with missing
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  observations.
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  series with missing observations. \emph{Technometrics} \bold{22} 389--395.
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  \emph{Technometrics}, \bold{22}, 389--395.
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  \doi{10.2307/1268324}.
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  Ripley, B. D. (2002) Time series in \R 1.5.0.
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  Ripley, B. D. (2002) Time series in \R 1.5.0.
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  \emph{R News}, \bold{2/2}, 2--7.
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  \emph{R News}, \bold{2/2}, 2--7.
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  \url{https://www.r-project.org/doc/Rnews/Rnews_2002-2.pdf}
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  \url{https://www.r-project.org/doc/Rnews/Rnews_2002-2.pdf}
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}
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}