R help - Oct 2009 - How to specify an ARMA(1, [1,4]) model?

Hi,

I'm trying to model an ARMA(1,[1,4]),
i.e. I want only lags 1 and 4 of the Moving Average part.
It's the '[1,4]' part that is giving me a problem.

I've tried different arma's and arima's in different packages,
namely:
packages tseries, fArma, FinTS, timeSeries, TSA, Zelig, ds1, forecast


For example, with package FinTS:
> ( ARIMA(y, order=c(1,0,c(1,4)))  )
Error in arima(x = x, order = order, seasonal = seasonal, xreg = xreg,  :
  'order' must be a non-negative numeric vector of length 3

Using ARIMA(1,0,1) with a seasonal argument for lag 4
does not get me any further.


With package Zelig I got:
> (  zelig(Diff(lppi,1) ~ one + lag.y(1) + lag.eps(1) + lag.eps(4) ,
model="arima"  , data=Q)  )
Error in model.frame.default(mf$formula, data) :
  invalid type (list) for variable 'lag.eps(1)'

I get basically the same kind of answers with other packages
and with different configurations.

Thanks for any advice,

len

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On 10/13/2009 2:35 PM, Len Vir wrote:
> Hi,
> 
> I'm trying to model an ARMA(1,[1,4]),
> i.e. I want only lags 1 and 4 of the Moving Average part.
> It's the '[1,4]' part that is giving me a problem.
> 
> I've tried different arma's and arima's in different packages,
namely:
> packages tseries, fArma, FinTS, timeSeries, TSA, Zelig, ds1, forecast
> 
> 
> For example, with package FinTS:
> 
>> ( ARIMA(y, order=c(1,0,c(1,4)))  )
> Error in arima(x = x, order = order, seasonal = seasonal, xreg = xreg,  :
>   'order' must be a non-negative numeric vector of length 3
> 
> Using ARIMA(1,0,1) with a seasonal argument for lag 4
> does not get me any further.
What's wrong with

arima(x, order=c(1,0,1), seasonal=list(order=c(0,0,1), period=4))

using stats::arima?

Duncan Murdoch
> 
> 
> With package Zelig I got:
> 
>> (  zelig(Diff(lppi,1) ~ one + lag.y(1) + lag.eps(1) + lag.eps(4) ,
> model="arima"  , data=Q)  )
> Error in model.frame.default(mf$formula, data) :
>   invalid type (list) for variable 'lag.eps(1)'
> 
> I get basically the same kind of answers with other packages
> and with different configurations.
> 
> Thanks for any advice,
> 
> len
> 
> 	[[alternative HTML version deleted]]
> 
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