Hint: the 'fixed' argument can be used to set a parameter to a fixed
value such as zero.
With the reproducible example we asked you for, we might have shown
you how to use it ....
On Wed, 2 Mar 2011, Chuse chuse wrote:
Dear users,
I tried to fit an AR(2) model to data. This the result:
arima(vw,c(3,0,0))
Call:
arima(x = vw, order = c(3, 0, 0))
Coefficients:
ar1 ar2 ar3 intercept
0.1052 -0.0102 -0.1203 0.0099
s.e. 0.0337 0.0339 0.0338 0.0018
sigma^2 estimated as 0.002934: log likelihood = 1293.16, aic = -2576.33
Now, ar2 is not significantly different from zero.
I would like to refine the model considering ar1 and ar3 only so I fit a model
x[t]=c+m*x[t-1] + n*x[t-3].
Anyone could help me and tell me how to do it? Thank you very much.
Chuse
--
Brian D. Ripley, rip...@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@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.
