Hi,

In order to produce an autoregression where only certain lags are allowed,
specified in advance (e.g. c(1,2,5) ), I have found it necessary to look
beyond the standard [ar] function, thankfully discovering the [FitAR]
package, wherein the [FitARp] function provided exactly that capability.
However for my problem at hand, [FitARp] is vastly slower than [ar] -
taking hours rather than minutes.  A lesser problem is that it recognises
only vectors and matrices, not [zoo] objects etc.

So I wonder:
1) Is there a further alternative with that capability?
2) Is there any way to derive a plain [ar] model from a [FitARp] model?  I
imagine that should be possibe in principle, it should be just a case of
some coefficients being zero.

Any help/advice would be appreciated.

  David Esp, UK.

	[[alternative HTML version deleted]]

