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

Hello Yohann, Try arima(lh, order=c(3,0,0), fixed=c(0, NA, NA, NA)) The NA entries in "fixed" (for AR2, AR3, and intercept) will be allowed to vary. Kellie Wills Engineering Service Manager REvolution Computing [EMAIL PROTECTED] On Tue, Oct 28, 2008 at 7:10 AM, Yohann MOREAU <[EMAIL PROTECTED]

[R] 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