[R] r: arma fitting

allan clark allan at stats.uct.ac.za
Wed Apr 14 13:31:32 CEST 2004

hi all

i would like to model an AR model of the following form:

y(t) = a + p*y(t-5) + e(t)

where :

y(t) is the value of y at time t
a is a constant
p is the coefficient of the 5th lagged term
{e} is a normal error series

Any help will be appreciated

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