# [Rd] arima problems when using argument fixed=

kjetil at acelerate.com kjetil at acelerate.com
Sun May 2 22:40:14 CEST 2004

```As I am reading ?arima, only NA entries in the argument fixed=
imports. The following seems to indicate otherwise:

x <- arima.sim(model=list(ar=0.8), n=100) + (1:100)/50
> t <- 1:100
> mod1 <- lm(x ~ t)
>
> init1  <- c(0, coef(mod1))
> fixed1 <- c(as.numeric(NA), 0)
>
> arima(x, order=c(1,0,0), xreg=t, include.mean=FALSE, init=init1,
fixed=fixed1)

Call:
arima(x = x, order = c(1, 0, 0), xreg = t, include.mean = FALSE,
fixed = fixed1,
init = init1)

Coefficients:
ar1  t
0.9281  0
s.e.  0.0357  0

sigma^2 estimated as 0.9186:  log likelihood = -138.64,  aic = 281.28
>
> init2 <- init1
> init2 <- 0
>
> fixed2 <- init1
> fixed2 <- as.numeric(NA)
>
> arima(x, order=c(1,0,0), xreg=t, include.mean=FALSE, init=init2,
fixed=fixed2)

Call:
arima(x = x, order = c(1, 0, 0), xreg = t, include.mean = FALSE,
fixed = fixed2,
init = init2)

Coefficients:
ar1       t
0.7888  0.0377
s.e.  0.0593  0.0000

sigma^2 estimated as 0.8452:  log likelihood = -133.97,  aic = 271.94
>

> fixed1
 NA  0
> fixed2
t
NA 0.03767406

> arima(x, order=c(1,0,0), xreg=t, include.mean=FALSE, init=init2,
fixed=fixed1)

Call:
arima(x = x, order = c(1, 0, 0), xreg = t, include.mean = FALSE,
fixed = fixed1,
init = init2)

Coefficients:
ar1  t
0.9281  0
s.e.  0.0357  0

sigma^2 estimated as 0.9186:  log likelihood = -138.64,  aic = 281.28

Kjetil Halvorsen

```