Dear all,
arima command gives somewhat inconsistent results:
1) estimates are different from ones on Ubuntu and Windows 8
2) estimates are different when there are more than one
call of the same model inside an user-specified function
To be more precise:
linux_2_arma.inp is the script to illustrate the problem
linux_2_arma_output was obtained on April's git on Ubuntu 16.10, 64
The results are the same as ones from 09.05 snapshot on Windows 8, 64
(linux_2_arma_output)
Output from 09.05 snapshot on Windows 10, 64 is in win10_try_res.txt
Also with --x12-arima option output on W-10 is ok
Oleh