[R] Define ARMA model
Kellner
ralf.kellner at wiso.uni-erlangen.de
Tue Dec 13 16:06:48 CET 2011
Hi,
is there a way in the arma function to exclude coefficients for the
estimation. For example I estimated an ARMA(2,2) model to data where only
the coefficients of the second order have been significant. Therefore I
would like to estimate the ARMA(2,2) model without the 1,1-coefficients.
Thanks a lot!
Regards,
Ralf
--
View this message in context: http://r.789695.n4.nabble.com/Define-ARMA-model-tp4190733p4190733.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list