Hi, All,
This is my program
ts1.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.7)), n = 200)
ts2.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.5)), n = 200)
tdata<-ts(c(ts1.sim[-1],ts2.sim[-1]))
tre<-c(rep(0,200),rep(1,200))
gender<-rbinom(400,1,.5)
x<-matrix(0,2,400)
x[1,]<-tre
x[2,]<-gender
fit <- arima(tdata, c(1, 1, 0), method = "CSS",xreg=t(x))
I try to fit a ARIMA model and aclude some other independent
variable in this model, but why the outcome does not have the
intercept estimate value? and if the model is arima(tdata, c(p, 0, q)
there will have this value, why have this difference?
And if i want analysis Interrupted time series, what can i do?
I find urca can help you to find the interrupted point, but if I
already know this point, and want to compare the mean, level and
slope, any package can help me to do this?
Thanks for your attention!
--
MingChuanUniversity
Department of Applied Statistic and Information Science
YuJr Lin
Tel:03-3281200#8881
E-mail:[EMAIL PROTECTED]
______________________________________________
R-help@stat.math.ethz.ch 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.
