On Thu, 4 Oct 2007, Di Wang wrote: > Hi, > > I am working or arima. > > I think arima uses non-linear optimisation for parameter optimisation. The > standard error for parameters are computed from hessian matrix. When I use > arima model, how can I see the finial hessian got from non-linear > optimisation (BFGS for example).
By stepping through the code: it is not stored in the object returned. > > Any help is appreciated. > > > > Many thanks. > > Di > > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
