Re: [R] restrected arima models

Thanks Sent from my iPhone On 19/07/2013, at 1:43 AM, "Prof Brian Ripley [via R]" wrote: > On 18/07/2013 16:14, george wrote: > > Dear all, > > Does anyone know if it is possible to estimate restricted arima models > > using > > the arima command in R? For instance lets say I want arima(6,

Re: [R] restrected arima models

On 18/07/2013 16:14, george wrote: Dear all, Does anyone know if it is possible to estimate restricted arima models using the arima command in R? For instance lets say I want arima(6,0,0) but where the first three ar parameters are restricted to zero, ie. ar(1)=ar(2)=ar(3) = 0, and only the last

Re: [R] restrected arima models

Hello, Take a look at parameter 'fixed' of function arima. From the help page for arima(): "fixed optional numeric vector of the same length as the total number of parameters. If supplied, only NA entries in fixed will be varied." Example use ('fixed' has length 7 because we must cou

[R] restrected arima models

Dear all, Does anyone know if it is possible to estimate restricted arima models using the arima command in R? For instance lets say I want arima(6,0,0) but where the first three ar parameters are restricted to zero, ie. ar(1)=ar(2)=ar(3) = 0, and only the last three are actually estimated. Any he