Re: [R] ARIMA estimation

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Thu 19 May 2005 - 17:34:15 EST

On Thu, 19 May 2005, Stefano Colucci wrote:

> 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().

See the argument 'fixed', which allows you to choose which coefficients to estimate.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Thu May 19 17:44:44 2005

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