I have been looking at arima package. And I also find that package fracdiff and package fArma could also do the same thing. But when I looked at the result, it always include the intercept. I don't know how I can exclude the intercept based on the package above. Or is there any more package to do that?
Thanks, Yi On Mon, Mar 1, 2010 at 11:26 AM, Owe Jessen <owe.jes...@gmx.de> wrote: > Did you have a look at the package arima? > > HTH > Owe > >> Hi there, >> >> >> I want to fit a ARMA model with the method of MLE. Is there any package >> that >> could implement this method? >> >> Thanks, >> >> >> Yi >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> 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<http://www.r-project.org/posting-guide.html> >> and provide commented, minimal, self-contained, reproducible code. >> >> >> > > > -- > Owe Jessen > Nettelbeckstr. 5 > 24105 Kiel > p...@owejessen.de > http://privat.owejessen.de > > ______________________________________________ > 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<http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > -- Yi Du Ph. D student in Economics University of Missouri Department of Economics 118 Professional Building Columbia MO 65211 1-573-239-6467 [[alternative HTML version deleted]] ______________________________________________ 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.
