Re: [R] arima/fixed
> Martin Maechler > on Sat, 30 Jan 2021 12:21:14 +0100 writes: > Rolf Turner > on Sat, 30 Jan 2021 16:11:32 +1300 writes: >> On Fri, 29 Jan 2021 12:47:25 + Nasia Petsa >> wrote: >>> Dear all, >>> >>> I have the following problem with determining the >>> argument fixed in arima function. What is the length of >>> argument fixed for an ARIMA(1,0,0)(0,1,1) and what is >>> the correct order for the parameters >> Hmm. The help is indeed pretty opaque, isn't it? > Can you propose improvements? > Here(*) is the source code of the help page > http://svn.r-project.org/R/trunk/src/library/stats/man/arima.Rd > We (and future R users) would be glad for less opaque (and > still concise) wording, notably in simple enough English > for the 90% non-natively English speaking R users .. > Thank you in advance! Martin In the mean time, Rolf sent me a nicely enhanced arima.Rd which is now part of R (R-devel at least): r79918 | maechler | 2021-02-01 15:07:32 +0100 (Mon, 01 Feb 2021) | 1 line Changed paths: M src/library/stats/man/arima.Rd M tests/Examples/stats-Ex.Rout.save extended for `fixed` arg, plus ex., thanks to Rolf Turner (Unfortunately, I added 1 stray character when slightly editing Rolf's version.) Such _careful_ contributions are welcome, thank you again! --- Martin __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
Re: [R] arima/fixed
> Rolf Turner > on Sat, 30 Jan 2021 16:11:32 +1300 writes: > On Fri, 29 Jan 2021 12:47:25 + > Nasia Petsa wrote: >> Dear all, >> >> I have the following problem with determining the argument fixed in >> arima function. What is the length of argument fixed for an >> ARIMA(1,0,0)(0,1,1) and what is the correct order for the parameters > Hmm. The help is indeed pretty opaque, isn't it? Can you propose improvements? Here(*) is the source code of the help page http://svn.r-project.org/R/trunk/src/library/stats/man/arima.Rd We (and future R users) would be glad for less opaque (and still concise) wording, notably in simple enough English for the 90% non-natively English speaking R users .. Thank you in advance! Martin -- *) and really that *is* R's source code repos. All else are mirrors (efficient and convenient ones, I agree) __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
Re: [R] arima/fixed
On Fri, 29 Jan 2021 12:47:25 + Nasia Petsa wrote: > Dear all, > > I have the following problem with determining the argument fixed in > arima function. What is the length of argument fixed for an > ARIMA(1,0,0)(0,1,1) and what is the correct order for the parameters Hmm. The help is indeed pretty opaque, isn't it? I tried the following: set.seed(42) x <- rnorm(300) f1 <- arima(x,order=c(1,0,0),seasonal=list(order=c(0,1,1),period=6)) coef(f1) # Which gave: >ar1 sma1 > -0.0169276 -0.999 f2 <- arima(x,order=c(1,0,0),seasonal=list(order=c(0,1,1),period=6), fixed=c(-0.5,NA),transform.pars=FALSE) coef(f2) # Which gave: > ar1 sma1 > -0.5 -1.0 So this looks like it's doing the right thing ??? Printing f2 indicates that the standard error of "ar1" is 0, which makes sense since it's fixed. I hope this helps. Perhaps someone who actually knows what they are talking about will chime in. cheers, Rolf Turner -- Honorary Research Fellow Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
[R] arima/fixed
Dear all, I have the following problem with determining the argument fixed in arima function. What is the length of argument fixed for an ARIMA(1,0,0)(0,1,1) and what is the correct order for the parameters ? [[alternative HTML version deleted]] __ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
