Le 19.05.2005 09:23, Stefano Colucci a �crit :
You can fix coefs to what you want by using the parameter fixed in the arima call.Good morning,
(sorry for my english)
i have some problems to put off by extimation ARIMA coefficients the ones not significatives.
Exist a method to extimate only that significatives?
i use the command: arima().
thanks to all
Stefano
arima(x,fixed=c(NA,0,NA),order=c(3,0,0))
will fit an arima(p=3,i=0,q=0) with \phi_2 fixed to zero.
Maybe you'll be interested in graph 29 in the graph gallery : http://addictedtor.free.fr/graphiques/
See
http://addictedtor.free.fr/graphiques/RGraphGallery.php?graph=29
Romain
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