[R] constrained arima0 model

Prof Brian D Ripley ripley at stats.ox.ac.uk
Fri Dec 7 07:41:14 CET 2001

On 6 Dec 2001, Fabian Moerchen wrote:

> hi
> i want to fit a rather large model (p=12) with arima0.
> some of the resulting AR parameters are very small,
> in the order of their standard errors so i would like
> to force them to 0.
> how can i do this?

By modifying the code.

This is something planned for arima(), and that is planned for 1.5.0.

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 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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