I want to calculate the residuals of an ARIMA fit to a time series using the same calculation method as in arima() in the ts package, BUT I want to be able to specify fixed values for ALL the parameters in the ARIMA model. The "fixed = ..." argument in the arima() command appears to require at least one parameter to be variable. Does anyone know a way around this? Altering the parameter values using, for example,
model<-arima(t, order = c(1,1,0), seasonal = list(order = c(0,1,1), period = 12));
model$coef[1]<-0.75;
doesn't affect the other model values.
Many thanks, Bridget
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