Hello,
  
I need to know how to import ARIMA coefficients. I already determined the 
coefficients of the model with other software, but now i need to do the 
forecast in R.

 

For Example:  I have a time series named x

 

and i have fitted an ARIMA(1,0,1) (with other software)

AR coef = -.172295

MA coef = .960043

 

(i know that this is not a good model, it's just an example)


I try to import the coefficients doing this:

 

> fit <- arima(x, order=c(1, 0, 1), fixed=c(-.172295, .960043, 0)) 
> fit

Call:
arima(x = x, order = c(1, 0, 1), fixed = c(-0.172295, 0.960043, 0))

Coefficients:
Error in se && nrow(x$var.coef) : invalid 'y' type in 'x && y'

 

 

I will be very pleased if someone help me.

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