[R] Re: constrained arima0 model

[Adrian Trapletti]

> Date: 06 Dec 2001 22:12:25 +0100
> From: Fabian Moerchen <fabian at mybytes.de>
> Subject: [R] constrained arima0 model
>
> 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?
>
> bye
> fabian
>

You can use arma from the tseries package to do this:

run the command example(arma) and see the second example

best
Adrian

--
Dr. Adrian Trapletti        Phone:     +41 (0)1 994 56 31
Wildsbergstrasse 31         Fax  :     +41 (0)1 994 56 33
CH-8610 Uster               Email: a.trapletti at bluewin.ch
Switzerland                 WWW  :   trapletti.homeip.net



-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._