Re: [R] ARIMA estimation

From: Romain Francois <francoisromain_at_free.fr>
Date: Thu 19 May 2005 - 17:40:23 EST

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

-- 
~~~~~~~~ ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~ ~~~~~~~~
~~~~~~      Romain FRANCOIS - http://addictedtor.free.fr         ~~~~~~
~~~~        Etudiant  ISUP - CS3 - Industrie et Services           ~~~~
~~                http://www.isup.cicrp.jussieu.fr/                  ~~
~~~~           Stagiaire INRIA Futurs - Equipe SELECT              ~~~~
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Received on Thu May 19 17:51:05 2005

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