Displaying 1 result from an estimated 1 matches for "exb1".
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ex1
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 ar6 ar7
exa1 exa12 exb1...