Hello, I would like to fit a linear model with autoregressive terms and independent variables. Since the largest AR-Term I am interested in is lag.max=336, the arima-function (package stats) does not work (maximum for arima: lag.max=100). The FitAR function (package FitAR) does allow model fitting with a subset of AR-terms, so this works for modeling without independent variables.
Does anyone know an elegant way to combine the nice features of FitAR (the subset AR option) with the xreg-option (independent variables) of arima? Is there another package which already does what I want? Thanks a lot for the help Steffen ___________________________________________________________ nur 19,99 ¿/mtl.!* http://web.de/DSL-Doppel-Flatrate/ ______________________________________________ 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.
