Re: [Rd] Fixing an only one coefficient in an ARIMA model

On Tue, 28 Oct 2008, Yohann MOREAU wrote: Good afternoon, I would like fitting an ARIMA model without the first coefficient. For example, I want to fit an AR(3) like this : y[t]=a[1]*y[t-1]+a[2]*y[t-2]+a[3]*y[t-3], where a[1]=0. How can I specify it in the function "arima", if it is possible ?

[Rd] Fixing an only one coefficient in an ARIMA model

Good afternoon, I would like fitting an ARIMA model without the first coefficient. For example, I want to fit an AR(3) like this : y[t]=a[1]*y[t-1]+a[2]*y[t-2]+a[3]*y[t-3], where a[1]=0. How can I specify it in the function "arima", if it is possible ? Thank you in advance. Yohann Moreau