You can do this in arima() using arguments 'fixed' and 'xreg'. On Thu, 23 Nov 2006, Katharina Vedovelli wrote:
> Hi, > > I want to model different timeseries with ARMAX models in R because I think > that ARMAX models will map best to these data. > Besides I don't want to use the order of the AR or MA part but the lag e.g. > AR Part =ar1, ar2, ar7; MA Part =ma1, ma3 and I want to use exogenous > variables as well. > I coudn't find any solutions in the R help and therefore I want to ask all > of you. > Does anyone know how to solve this problem??? > > That would be great! Thanks a lot for your help!! > Best regards, > Katharina > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] 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. > -- 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://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.
