[R] ARIMA - Skipping intermediate lags
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed Sep 21 10:02:03 CEST 2011
On Tue, 20 Sep 2011, leighton155 wrote:
> I am a new R user. I am trying to use the arima command, but I have a
> question on intermediate lags. I want to run in R the equivalent Stata
> command of ARIMA d.yyy, AR(5) MA(5 7). This would tell the program I am
> interested in AR lag 5, MA lag 5, and MA lag 7, all while skipping the
> intermediate lags of AR 1-4, and MA 1-4, 6. Is there any way to do this in
> R? Thank you.
Yes. See the 'fixed' argument on the help page. Note that this is
not recommended in general ....
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> and provide commented, minimal, self-contained, reproducible code.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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