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acl_d
2007 Aug 23
1
Estimate Intercept in ARIMA model
...der = c(1,1,0), ar = c(0.5)), n = 200)
tdata<-ts(c(ts1.sim[-1],ts2.sim[-1]))
tre<-c(rep(0,200),rep(1,200))
gender<-rbinom(400,1,.5)
x<-matrix(0,2,400)
x[1,]<-tre
x[2,]<-gender
fit <- arima(tdata, c(1, 1, 0), method = "CSS",xreg=t(x))
I try to fit a ARIMA model and aclude some other independent
variable in this model, but why the outcome does not have the
intercept estimate value? and if the model is arima(tdata, c(p, 0, q)
there will have this value, why have this difference?
And if i want analysis Interrupted time series, what can i do?
I find urca can help...