[R] arima0 with unusual poly

ripley@stats.ox.ac.uk ripley at stats.ox.ac.uk
Wed Apr 3 20:08:11 CEST 2002

On Wed, 3 Apr 2002, Erin Hodgess wrote:

> Dear R People:
> Suppose I want to estimate the parameters of the
> following AR model:
> (1 - phi_1 B - phi_2 B^2 - phi_9 B^9) x_t = a_t
> and I want to use the arima0 command from the
> ts library.
> How would I use the order subcommand, please?

You can only do that in the version in the upcoming 1.5.0, which has a
`fixed' argument to allow it.  There is a pre-release available from


Alternatively, arma in package tseries can do an OLS fit with terms set to
zero, I believe.

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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