search for: avrain

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2005 Oct 13
1
arima: warning when fixing MA parameters.
...y a second seasonal term). Is there some deep reason why AR parameters ("Warning message: some AR parameters were fixed: ...") should somehow intrude into the fitting of a model that has only MA terms? > library(DAAG) > attach(bomsoi) > # The following is fine: > arima(avrain, order=c(0,0,4), seasonal=list(order=c(0,0,1), period=12), + fixed=c(NA,0,0,NA,NA,NA)) ..... > # The following generates a warning message > arima(avrain, order=c(0,0,4), seasonal=list(order=c(0,0,1), period=12), + fixed=c(0,0,0,NA,NA,NA)) Call: arima(x = avrain, order = c(0, 0, 4),...