[R] constrained arima0 model

[Fabian Moerchen]

On Fri, 2001-12-07 at 07:41, Prof Brian D Ripley wrote:
> On 6 Dec 2001, Fabian Moerchen wrote:
> 
> > hi
> >
> > i want to fit a rather large model (p=12) with arima0.
> > some of the resulting AR parameters are very small,
> > in the order of their standard errors so i would like
> > to force them to 0.
> >
> > how can i do this?
> 
> By modifying the code.

too bad.

but if i simplify the model so P and Q for the "in between year" model
are 0, then i could use manual differencing (D) and then the arma method
with the lag= option, right?

bye
fabian 

> 
> This is something planned for arima(), and that is planned for 1.5.0.
> 
> 
> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272860 (secr)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
> 
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