

Hi,

 

i am learning R recently and find it very helpful in time series model.

 

In ARMA model,  given (p,q) it can get the estimation of a[i] and b[j] easily with arima() function. 

 

X[t] = a[1]X[t-1] + ... + a[p]X[t-p] + e[t] + b[1]e[t-1] + ... + b[q]e[t-q]
 
but in my recent data model, i met a problem. In the ARMA model, p and q are fixed, but there are some constraints in the parameters a[i] and b[j], such as for some i (i<p), a[i]=0. my problem is how to get these parameters' estimation for these constrants with arima() function? or i need to write functions to realize it.
 
Best regards,
 
Tongen 
from Beijing
 
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