# # Written by: # -- # John L. Weatherwax 2009-04-21 # # email: wax@alum.mit.edu # # Please send comments and especially bug reports to the # above email address. # #----- source('uncond_sum_of_squares_ARMA_11.R') phi = 0.3 theta = 0.7 w_t = c( 2.0, 0.8, -0.3, -0.3, -1.9, 0.3, 3.2, 1.6, -0.7, 3.0, 4.3, 1.1 ) # By looking at the arrays e_t and a_t produced by this routine we can match the two tables in the book: # print(uncond_sum_of_squares_ARMA_11(phi,theta,w_t)[[1]])