On Tue, Oct 13, 2009 at 5:06 PM, Rolf Turner
<r.turner@auckland.ac.nz>wrote:
>
> Not clear to me what the OP really wants. Perhaps the seasonal
> model is what's required; perhaps an arima(1,0,4) model with
> theta_2 and theta_3 constrained to be 0. The latter can be
> achieved with
>
> arima(x,order=c(1,0,4),fixed=c(NA,NA,0,0,NA,NA))
>
> Or perhaps it's something else entirely that's wanted ....
>
> cheers,
>
> Rolf Turner
> arima(p,order=c(1,0,4),fixed=c(NA,NA,0,0,NA,NA))
Call:
arima(x = p, order = c(1, 0, 4), fixed = c(NA, NA, 0, 0, NA, NA))
Coefficients:
ar1 ma1 ma2 ma3 ma4 intercept
0.763 -0.353 0 0 0.287 0.007
s.e. 0.081 0.105 0 0 0.098 0.003
That's exactly what I was looking for.
Thank you!
len
>
>
>
> On 14/10/2009, at 7:47 AM, Duncan Murdoch wrote:
>
> 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.
>>>
>>
>
>
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