Message-ID: <1323788808621-4190733.post@n4.nabble.com>
Date: 2011-12-13T15:06:48Z
From: Kellner
Subject: Define ARMA model
Hi,
is there a way in the arma function to exclude coefficients for the
estimation. For example I estimated an ARMA(2,2) model to data where only
the coefficients of the second order have been significant. Therefore I
would like to estimate the ARMA(2,2) model without the 1,1-coefficients.
Thanks a lot!
Regards,
Ralf
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