[R] Modified ARMA function

krishna kumar kriskumar at mailandnews.com
Mon Aug 5 08:40:04 CEST 2002

 R-guRus ,

ARMA function in tseries,  seems to be calculating the AR coeff 's as

 coef <- lm(xx[,1]~xx[,lag$ar+1])$coef    [*snipped* from around  line

I'd like to  modify this model with another term somewhat in these lines

lm(xx[,1] ~xx[,lag$ar+1]+mvgsignal)$coef

where mvgsignal is a moving average signal based on some indicators, the
is could i simply hack into tseries and do this and hope all is well ,
is there a cleaner
way of specifying arbitrary parameters (additions) to GARCH and other

Please enlighten.

thanks in advance,


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