Message-ID: <Pine.LNX.4.61.0505190832380.31699@gannet.stats>
Date: 2005-05-19T07:34:15Z
From: Brian Ripley
Subject: ARIMA estimation
In-Reply-To: <002301c55c43$b39185b0$7af32997@2dbce4f466c3481>
On Thu, 19 May 2005, Stefano Colucci wrote:
> Good morning,
>
> (sorry for my english)
> i have some problems to put off by extimation ARIMA coefficients
> the ones not significatives.
> Exist a method to extimate only that significatives?
>
> i use the command: arima().
See the argument 'fixed', which allows you to choose which coefficients to
estimate.
--
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