[R] ARMAX Models in R

[Prof Brian Ripley]

You can do this in arima() using arguments 'fixed' and 'xreg'.

On Thu, 23 Nov 2006, Katharina Vedovelli wrote:

> Hi,
>
> I want to model different timeseries with ARMAX models in R because I think
> that ARMAX models will map best to these data.
> Besides I don't want to use the order of the AR or MA part but the lag  e.g.
> AR Part =ar1, ar2, ar7; MA Part =ma1, ma3 and I want to use exogenous
> variables as well.
> I coudn't find any solutions in the R help and therefore I want to ask all
> of you.
> Does anyone know how to solve this problem???
>
> That would be great! Thanks a lot for your help!!
> Best regards,
> Katharina
>
> 	[[alternative HTML version deleted]]
>
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-- 
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)
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