On Tue, 28 Oct 2008, Yohann MOREAU 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 ?
RTFM time:
fixed: optional numeric vector of the same length as the total
number of parameters. If supplied, only 'NA' entries in
'fixed' will be varied. 'transform.pars = TRUE' will be
overridden (with a warning) if any AR parameters are fixed.
It may be wise to set 'transform.pars = FALSE' when fixing MA
parameters, especially near non-invertibility.
Thank you in advance.
Yohann Moreau
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Brian D. Ripley, [EMAIL PROTECTED]
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