How to solve: library arima not found?
Is that a separate purchase in GAUSS 20?
arima library is part of the GAUSS Time Series (TS) add-on module. It has been replaced by the newer Time Series MT (TSMT).
While we recommend that new code be written with the updated TSMT, anyone who owns TSMT can get TS for no extra charge if they would like it to run some older code.