[R] Bug in arima?

[Rolf Turner]

Is it just me being lysdexic or is the help file saying things
backwards???

Brian Ripley wrote:

> Here's a reproducible example (R 1.7.0)
> 
> set.seed(1)
> x <- rnorm(100)
> arima(x, order=c(7, 1, 0), fixed = c(NA, NA, NA, 0, 0, 0, NA),
>       transform.pars = FALSE)
> 
> Coefficients:
>           ar1      ar2      ar3  ar4  ar5  ar6     ar7
>       -0.6838  -0.4126  -0.2236    0    0    0  0.0454
> s.e.   0.0986   0.1115   0.0988    0    0    0  0.0843
> 
> and you did not set transform.pars.
> 
> Looks like the comment
> 
>    fixed: optional numeric vector of the same length as the total
>           number of parameters.  If supplied, only non-`NA' entries in
>           `fixed' will be varied.  `transform.pars = TRUE' will be
>           overridden if any AR parameters are fixed.
> 
> has been copied from help(arima0) and is unimplemented in arima.

Is it not the case that the parameters corresponding to ***NA***
entries in ``fixed'' are being ``varied'' (estimated) and those
corresponding to ***non-NA*** values are indeed fixed --- at the
given non-NA value?


				cheers,

					Rolf Turner
					rolf at math.unb.ca