[R] restrected arima models
george.milunovich at mq.edu.au
Thu Jul 18 17:14:19 CEST 2013
Does anyone know if it is possible to estimate restricted arima models using
the arima command in R? For instance lets say I want arima(6,0,0) but where
the first three ar parameters are restricted to zero, ie. ar(1)=ar(2)=ar(3)
= 0, and only the last three are actually estimated.
Any help will be much appreciated.
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