Re: [R] Refine ARMA model

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: ar

[R] Refine ARMA model

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 0.002