[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

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