On Tue, Oct 13, 2009 at 5:06 PM, Rolf Turner <r.turner@auckland.ac.nz>wrote:

>
> Not clear to me what the OP really wants.  Perhaps the seasonal
> model is what's required; perhaps an arima(1,0,4) model with
> theta_2 and theta_3 constrained to be 0.  The latter can be
> achieved with
>
>        arima(x,order=c(1,0,4),fixed=c(NA,NA,0,0,NA,NA))
>
> Or perhaps it's something else entirely that's wanted ....
>
>        cheers,
>
>                Rolf Turner



>    arima(p,order=c(1,0,4),fixed=c(NA,NA,0,0,NA,NA))

Call:
arima(x = p, order = c(1, 0, 4), fixed = c(NA, NA, 0, 0, NA, NA))

Coefficients:
        ar1     ma1  ma2  ma3    ma4  intercept
      0.763  -0.353    0    0  0.287      0.007
s.e.  0.081   0.105    0    0  0.098      0.003


That's exactly what I was looking for.

Thank you!

len











>
>
>
> On 14/10/2009, at 7:47 AM, Duncan Murdoch wrote:
>
>  On 10/13/2009 2:35 PM, Len Vir wrote:
>>
>>> Hi,
>>>
>>> I'm trying to model an ARMA(1,[1,4]),
>>> i.e. I want only lags 1 and 4 of the Moving Average part.
>>> It's the '[1,4]' part that is giving me a problem.
>>>
>>> I've tried different arma's and arima's in different packages, namely:
>>> packages tseries, fArma, FinTS, timeSeries, TSA, Zelig, ds1, forecast
>>>
>>>
>>> For example, with package FinTS:
>>>
>>>  ( ARIMA(y, order=c(1,0,c(1,4)))  )
>>>>
>>> Error in arima(x = x, order = order, seasonal = seasonal, xreg = xreg,  :
>>>  'order' must be a non-negative numeric vector of length 3
>>>
>>> Using ARIMA(1,0,1) with a seasonal argument for lag 4
>>> does not get me any further.
>>>
>>
>> What's wrong with
>>
>> arima(x, order=c(1,0,1), seasonal=list(order=c(0,0,1), period=4))
>>
>> using stats::arima?
>>
>> Duncan Murdoch
>>
>>
>>>
>>> With package Zelig I got:
>>>
>>>  (  zelig(Diff(lppi,1) ~ one + lag.y(1) + lag.eps(1) + lag.eps(4) ,
>>>>
>>> model="arima"  , data=Q)  )
>>> Error in model.frame.default(mf$formula, data) :
>>>  invalid type (list) for variable 'lag.eps(1)'
>>>
>>> I get basically the same kind of answers with other packages
>>> and with different configurations.
>>>
>>
>
>
> ######################################################################
> Attention:This e-mail message is privileged and confidential. If you are
> not theintended recipient please delete the message and notify the
> sender.Any views or opinions presented are solely those of the author.
>
> This e-mail has been scanned and cleared by MailMarshal
> www.marshalsoftware.com
> ######################################################################
>

	[[alternative HTML version deleted]]


