[R] Define ARMA model

Kellner ralf.kellner at wiso.uni-erlangen.de
Tue Dec 13 16:06:48 CET 2011


is there a way in the arma function to exclude coefficients for the
estimation. For example I estimated an ARMA(2,2) model to data where only
the coefficients of the second order have been significant. Therefore I
would like to estimate the ARMA(2,2) model without the 1,1-coefficients.

Thanks a lot!


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