Hello,
I fit an ARMA model to a series using the arima function. Now I wish to use
the "breakpoints" function from the {strucchange} package to test for
structural breaks. The breakpoints function requires a formula as input.
The examples show how to write an AR model as a formula, but I have MA
terms as well, making it somewhat more complicated.
I would like to know one of the following two things:
1) Is it possible to extract a formula from an object of class Arima
(produced by the arima function), and if so how?
2) How would one write a symbolic fomula to represent an ARMA model?
If I'm approaching this totally wrong, please make suggestions.
Thanks,
Mitch
______________________________________________
R-help@r-project.org 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.
