[R] arima0 with unusual poly
ripley at stats.ox.ac.uk
Wed Apr 3 20:08:11 CEST 2002
On Wed, 3 Apr 2002, Erin Hodgess wrote:
> Dear R People:
> Suppose I want to estimate the parameters of the
> following AR model:
> (1 - phi_1 B - phi_2 B^2 - phi_9 B^9) x_t = a_t
> and I want to use the arima0 command from the
> ts library.
> How would I use the order subcommand, please?
You can only do that in the version in the upcoming 1.5.0, which has a
`fixed' argument to allow it. There is a pre-release available from
Alternatively, arma in package tseries can do an OLS fit with terms set to
zero, I believe.
Brian D. Ripley, ripley at stats.ox.ac.uk
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 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch
More information about the R-help