R help - Jun 2004 - AR models

Dear R People:

Is it possible to fit an AR model such as:

y_t = fee_1 y_t-1 + fee_2 y_t-9 + a_t,
please?

I know that we can fit an AR(9) model, but I was wondering if we could do a
partial as described.

Thank you for your help.

Sincerely,
Laura Holt
mailto: lauraholt_983 at hotmail.com

_________________________________________________________________

On Mon, 7 Jun 2004, Laura Holt wrote:
> Dear R People:
> 
> Is it possible to fit an AR model such as:
> 
> y_t = fee_1 y_t-1 + fee_2 y_t-9 + a_t,
> please?
> 
> I know that we can fit an AR(9) model, but I was wondering if we could do a
> partial as described.
Yes.  See ?arima, and especially the 'fixed' argument.

-- 
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