First of all, the order specified is the maximum required order so in your case the logical arima call would be: arima(zt,order=c(2,0,1)) This still includes the AR(1) term, which can be excluded using the fixed command. Assuming you have 4 parameters (AR1 AR2 MA1 Intercept) this is the solution: arima(zt,order=c(2,0,1),fixed=c(0,NA, NA, NA))
Suppose you wanted the AR1, AR6, MA1 and intercept, this would be your call: arima(zt,order=c(2,0,1),fixed=c(NA,0,0,0,0,NA, NA, NA)) Hope this helps, Dennis Jaheruddin -- View this message in context: http://r.789695.n4.nabble.com/How-to-include-a-few-selected-AR-terms-tp3248060p4222665.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.
