Greetings R-friends, I'm looking for some code to fit an ARMA, up to (3,3), preferably with ML. I'm doing a simulation experiment, so I need to fit it to the order of millions of times. I'm using Professor Ripley's arima() command right now, but I hope to find soemthing faster in c. Does anyone know of any inexpensive c library that performs this? Andrew Andrew Robinson Ph: 208 885 7115 Department of Forest Resources Fa: 208 885 6226 University of Idaho E : andrewr at uidaho.edu PO Box 441133 W : http://www.uidaho.edu/~andrewr Moscow ID 83843 Or: http://www.biometrics.uidaho.edu No statement above necessarily represents my employer's opinion.
Fast ARMA
1 message · Andrew Robinson