[R] Need help to estimate the Coef matrices in mAr

From: Arun Kumar Saha <arun.kumar.saha_at_gmail.com>
Date: Wed 30 Aug 2006 - 15:47:23 EST

Dear R users,

I am using mAr package to fit a Vector autoregressive model to my data. But here I want to put some predetermined values for some elements in coefficient matrix that mAr.est going to estimate. For example if p=3 then I want to put A3[1,3] = 0 and keep rest of the elements of coefficient matrices to be determined by mAr.est.

Can anyone please tell me how can I do that?

Sincerely yours,

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