arima

Hi,

I have a suggestion for the fonction arima and arima0. I think you 
should not call the constant an intercept because it creates confusion.  
It is not really an intercept but a mean. For an AR(1) the intercept mu 
should be defined as:

X(t)=mu + phi X(t-1) + e(t)

What you call intercept mu is rather defined as

(X(t)-mu) = phi (X(t-1)-mu)) + e(t)

which is not a common way to define an intercept. There is an error in 
the fGarch's predict() because of that. I think you should just be more 
explicit.

thank you

Pierre Chauss?
economics department
UQ?M