[R] arima models
bridget
btp16 at student.canterbury.ac.nz
Tue Nov 18 22:33:57 CET 2003
Hi all,
I want to calculate the residuals of an ARIMA fit to a time series using
the same calculation method as in arima() in the ts package, BUT I want
to be able to specify fixed values for ALL the parameters in the ARIMA
model. The "fixed = ..." argument in the arima() command appears to
require at least one parameter to be variable. Does anyone know a way
around this? Altering the parameter values using, for example,
model<-arima(t, order = c(1,1,0), seasonal = list(order = c(0,1,1),
period = 12));
model$coef[1]<-0.75;
doesn't affect the other model values.
Many thanks,
Bridget
More information about the R-help
mailing list