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2003 Apr 30
2
Bug in arima?
I'm using the fixed argument in arima. Shouldn't ar4, ar5, and ar6 display as zero in the output? Call: arima(x = window(log(hhprice), start = c(1990, 1), end = c(2003, 3)), order = c(7, 1, 0), xreg = window(ts.union(exa1 = lag(exa, -1), exa12 = lag(exa, -12), exb1 = lag(exb, -1), exc1 = lag(exc, -1), exc12 = lag(exc, -12)), start = c(1990, 1), end = c(2003, 3)), include.mean = FALSE, fixed = c(NA, NA, NA, 0, 0, 0, NA, NA, NA, NA, NA, NA)) Coefficients: ar1 ar2 ar3 ar4 ar5...