Dear all,
The standard call to ARIMA in the base package such as
arima(y,c(5,0,0),include.mean=FALSE)
gives a full 5th order lag polynomial model with for example coeffs
Coefficients:
ar1 ar2 ar3 ar4 ar5
0.4715 0.067 -0.1772 0.0256 -0.2550
s.e. 0.1421 0.158 0.1569 0.1602 0.1469
Is it possible (I doubt it but am just checking) to define a more
parsimonous lag1 and lag 5 model with coeff ar1 and ar5?
Or do I need one of the other TS packages?
thanks
Gerard
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