[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




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