On Fri, 29 Jan 2021 12:47:25 +0000 Nasia Petsa <petsa.athanasia at hotmail.gr> wrote:> Dear all, > > I have the following problem with determining the argument fixed in > arima function. What is the length of argument fixed for an > ARIMA(1,0,0)(0,1,1) and what is the correct order for the parametersHmm. The help is indeed pretty opaque, isn't it? I tried the following: set.seed(42) x <- rnorm(300) f1 <- arima(x,order=c(1,0,0),seasonal=list(order=c(0,1,1),period=6)) coef(f1) # Which gave:> ar1 sma1 > -0.0169276 -0.9999999f2 <- arima(x,order=c(1,0,0),seasonal=list(order=c(0,1,1),period=6), fixed=c(-0.5,NA),transform.pars=FALSE) coef(f2) # Which gave:> ar1 sma1 > -0.5 -1.0So this looks like it's doing the right thing .... ??? Printing f2 indicates that the standard error of "ar1" is 0, which makes sense since it's fixed. I hope this helps. Perhaps someone who actually knows what they are talking about will chime in. cheers, Rolf Turner -- Honorary Research Fellow Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276
>>>>> Rolf Turner >>>>> on Sat, 30 Jan 2021 16:11:32 +1300 writes:> On Fri, 29 Jan 2021 12:47:25 +0000 > Nasia Petsa <petsa.athanasia at hotmail.gr> wrote: >> Dear all, >> >> I have the following problem with determining the argument fixed in >> arima function. What is the length of argument fixed for an >> ARIMA(1,0,0)(0,1,1) and what is the correct order for the parameters > Hmm. The help is indeed pretty opaque, isn't it? Can you propose improvements? Here(*) is the source code of the help page http://svn.r-project.org/R/trunk/src/library/stats/man/arima.Rd We (and future R users) would be glad for less opaque (and still concise) wording, notably in simple enough English for the 90% non-natively English speaking R users .. Thank you in advance! Martin -- *) and really that *is* R's source code repos. All else are mirrors (efficient and convenient ones, I agree)
>>>>> Martin Maechler >>>>> on Sat, 30 Jan 2021 12:21:14 +0100 writes:>>>>> Rolf Turner >>>>> on Sat, 30 Jan 2021 16:11:32 +1300 writes:>> On Fri, 29 Jan 2021 12:47:25 +0000 Nasia Petsa >> <petsa.athanasia at hotmail.gr> wrote: >>> Dear all, >>> >>> I have the following problem with determining the >>> argument fixed in arima function. What is the length of >>> argument fixed for an ARIMA(1,0,0)(0,1,1) and what is >>> the correct order for the parameters >> Hmm. The help is indeed pretty opaque, isn't it? > Can you propose improvements? > Here(*) is the source code of the help page > http://svn.r-project.org/R/trunk/src/library/stats/man/arima.Rd > We (and future R users) would be glad for less opaque (and > still concise) wording, notably in simple enough English > for the 90% non-natively English speaking R users .. > Thank you in advance! Martin In the mean time, Rolf sent me a nicely enhanced arima.Rd which is now part of R (R-devel at least): ------------------------------------------------------------------------ r79918 | maechler | 2021-02-01 15:07:32 +0100 (Mon, 01 Feb 2021) | 1 line Changed paths: M src/library/stats/man/arima.Rd M tests/Examples/stats-Ex.Rout.save extended for `fixed` arg, plus ex., thanks to Rolf Turner ------------------------------------------------------------------------ (Unfortunately, I added 1 stray character when slightly editing Rolf's version.) Such _careful_ contributions are welcome, thank you again! --- Martin