[R] Fitting AR(p) models

Laura Quinn laura at env.leeds.ac.uk
Thu Oct 9 18:05:57 CEST 2003


I am wanting to fit AR(p) models to column data for a series of matrices
I have. Rather than trying to compute the AR models "per column" I was
hoping to be able to do this per matrix (i.e. one AR model for each column
in said matrix). However, when i attempt this, if there is just one "NA"
value in any of the columns, the program refuses to compute AR models for
any of the columns.(I am using na.action=na.omit)

Is there a way I can force the calculation to provide AR models for
complete columns, or alternatively, a better way to deal with NA's to
provide an AR model, (eg via interpolation?) despite some missing values?

I hope this makes some sense,

thanks in advance,
Laura




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