Re: [R] R for arma mdel with constraints on parameters

See the 'fixed' argument, which allows you to fix ARIMA parameters at any value, including zero. On Tue, 26 May 2009, FangTonggen wrote: Hi, i am learning R recently and find it very helpful in time series model. In ARMA model, given (p,q) it can get the estimation of a[i] and b[j] easily

[R] R for arma mdel with constraints on parameters

Hi, i am learning R recently and find it very helpful in time series model. In ARMA model, given (p,q) it can get the estimation of a[i] and b[j] easily with arima() function. X[t] = a[1]X[t-1] + ... + a[p]X[t-p] + e[t] + b[1]e[t-1] + ... + b[q]e[t-q] but in my recent data model,