[R] Estimate Intercept in ARIMA model
doublelin15 at adm.cgmh.org.tw
Thu Aug 23 10:13:03 CEST 2007
This is my program
ts1.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.7)), n = 200)
ts2.sim <- arima.sim(list(order = c(1,1,0), ar = c(0.5)), n = 200)
fit <- arima(tdata, c(1, 1, 0), method = "CSS",xreg=t(x))
I try to fit a ARIMA model and aclude some other independent
variable in this model, but why the outcome does not have the
intercept estimate value? and if the model is arima(tdata, c(p, 0, q)
there will have this value, why have this difference?
And if i want analysis Interrupted time series, what can i do?
I find urca can help you to find the interrupted point, but if I
already know this point, and want to compare the mean, level and
slope, any package can help me to do this?
Thanks for your attention!
Department of Applied Statistic and Information Science
E-mail:doublelin15 at adm.cgmh.org.tw
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