Hello Yohann, Try arima(lh, order=c(3,0,0), fixed=c(0, NA, NA, NA))
The NA entries in "fixed" (for AR2, AR3, and intercept) will be allowed to vary. Kellie Wills Engineering Service Manager REvolution Computing [EMAIL PROTECTED] On Tue, Oct 28, 2008 at 7:10 AM, Yohann MOREAU <[EMAIL PROTECTED]> wrote: > 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-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- Kellie Wills Engineering Service Manager REvolution Computing (206) 577-4778 x3206 [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
