AR models
On Mon, 7 Jun 2004, Laura Holt wrote:
Dear R People: Is it possible to fit an AR model such as: y_t = fee_1 y_t-1 + fee_2 y_t-9 + a_t, please? I know that we can fit an AR(9) model, but I was wondering if we could do a partial as described.
Yes. See ?arima, and especially the 'fixed' argument.
Brian D. Ripley, ripley at 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