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 ....
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Brian D. Ripley, rip...@stats.ox.ac.uk
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