I need a R package that fits ARIMA models using nonlinear least squares. The arima() command from tseries states that the fitting is accomplished using a state space representation and a Kalman filter so I don't think it will work. Any advice would be really appreciated.

| improve this question | | | | |

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.