[R] Bug in arima?

[Prof Brian Ripley]

It is backwards, but that doesn't seem to have caused the problem here.

On Wed, 30 Apr 2003, Rolf Turner wrote:

> 
> 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
> 
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> 

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595