Displaying 1 result from an estimated 1 matches for "fixed2".
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fixed
2004 May 02
1
arima problems when using argument fixed=
...l:
arima(x = x, order = c(1, 0, 0), xreg = t, include.mean = FALSE,
fixed = fixed1,
init = init1)
Coefficients:
ar1 t
0.9281 0
s.e. 0.0357 0
sigma^2 estimated as 0.9186: log likelihood = -138.64, aic = 281.28
>
> init2 <- init1
> init2[2] <- 0
>
> fixed2 <- init1
> fixed2[1] <- as.numeric(NA)
>
> arima(x, order=c(1,0,0), xreg=t, include.mean=FALSE, init=init2,
fixed=fixed2)
Call:
arima(x = x, order = c(1, 0, 0), xreg = t, include.mean = FALSE,
fixed = fixed2,
init = init2)
Coefficients:
ar1 t
0.7888 0....