On Mon, 7 Jun 2004, Laura Holt wrote: > Dear R People: > > Is it possible to fit an AR model such as: > > y_t = fee_1 y_t-1 + fee_2 y_t-9 + a_t, > please? > > I know that we can fit an AR(9) model, but I was wondering if we could do a > partial as described.
Yes. See ?arima, and especially the 'fixed' argument. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
