[Rd] Fixing an only one coefficient in an ARIMA model

From: Yohann MOREAU <yohann.moreau_at_edf.fr>
Date: Tue, 28 Oct 2008 14:10:33 +0100


Good afternoon,

I would like fitting an ARIMA model without the first coefficient. For example, I want to fit an AR(3) like this : y[t]=a[1]*y[t-1]+a[2]*y[t-2]+a[3]*y[t-3], where a[1]=0. How can I specify it in the function "arima", if it is possible ?

Thank you in advance.
Yohann Moreau

        [[alternative HTML version deleted]]



R-devel_at_r-project.org mailing list

https://stat.ethz.ch/mailman/listinfo/r-devel Received on Tue 28 Oct 2008 - 13:18:08 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Thu 30 Oct 2008 - 17:30:33 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-devel. Please read the posting guide before posting to the list.

list of date sections of archive