[R] ARIMA estimation

[Romain Francois]

Le 19.05.2005 09:23, Stefano Colucci a écrit :

>Good morning,
>
>(sorry for my english)
>i have some problems to put off by extimation ARIMA coefficients 
>the ones not significatives.
> Exist a method to extimate only that significatives?
>
>i use the command: arima().
>
>thanks to all
>Stefano
>  
>
You can fix coefs to what you want by using the parameter fixed in the 
arima call.

arima(x,fixed=c(NA,0,NA),order=c(3,0,0))

will fit an arima(p=3,i=0,q=0) with \phi_2 fixed to zero.

Maybe you'll be interested in graph 29 in the graph gallery : 
http://addictedtor.free.fr/graphiques/
See
http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=29

Romain

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