[R] FW: ARIMA - Skipping intermediate lags

[Bogaso Christofer]

Sorry that forgot to put R-forum in the loop...................

-----Original Message-----
From: Bogaso Christofer [mailto:bogaso.christofer at gmail.com] 
Sent: 23 September 2011 22:53
To: 'Prof Brian Ripley'
Cc: 'leighton155'
Subject: RE: [R] ARIMA - Skipping intermediate lags

Dear Prof. Ripley, thanks for your reply. 

But 1st of all I would like to point that I did not want any **Free
Statistical Consultancy**. I just followed the posting guide which says that
"Questions about statistics: The R mailing lists are primarily intended for
questions and discussion about the R software. However, questions about
statistical methodology are sometimes posted. If the question is well-asked
and of interest to someone on the list, it may elicit an informative
up-to-date answer.".........and neither my previous mail meant for any such.
I saw your comment and I felt that you pointed not to ignore intermediate
lag. 

However ofcourse there could be 2nd meaning of your statement, where your
said that " Note that this is not recommended in general ". Does this mean
that, you pointed not to use "'fixed' argument "?

If not then the only meaning of your suggestion would be you are asking not
to go with any omission of the intermediate lag. Would somebody else here in
this forum correct me if I understood the English wrong? OP said "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 ".
Then your answer was " Note that this is not recommended in general ".

Sorry to bother you but I am really confused.

Thanks and regards,


-----Original Message-----
From: Prof Brian Ripley [mailto:ripley at stats.ox.ac.uk]
Sent: 22 September 2011 21:57
To: Bogaso Christofer
Cc: 'leighton155'
Subject: RE: [R] ARIMA - Skipping intermediate lags

On Thu, 22 Sep 2011, Bogaso Christofer wrote:

> Dear Prof. Repley, may I know in details why ignoring intermediate 
> lags are sin? How the statistical properties will be worse than not 
> ignoring them? If

Who said that?  And no, R-help is not the place for free statistical
consultancy, so it is offensive to even ask.

> I am correct then, ignoring some parameters means we know the 
> population values for them. Therefore in this case, my MSE estimate 
> should be smaller (or, my prediction will be more accurate) isn't it?
>
> Thanks and regards,
>
> -----Original Message-----
> From: r-help-bounces at r-project.org
> [mailto:r-help-bounces at r-project.org] On Behalf Of Prof Brian Ripley
> Sent: 21 September 2011 13:32
> To: leighton155
> Cc: r-help at r-project.org
> Subject: Re: [R] ARIMA - Skipping intermediate lags
>
> On Tue, 20 Sep 2011, leighton155 wrote:
>
>> Hello,
>>
>> 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 ....
>
>>
>> --
>> View this message in context:
>> http://r.789695.n4.nabble.com/ARIMA-Skipping-intermediate-lags-tp3828
>> 4 49p3828449.html Sent from the R help mailing list archive at 
>> Nabble.com.
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> 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
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> 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