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mvgsignal
2002 Aug 05
1
Modified ARMA function
R-guRus ,
ARMA function in tseries, seems to be calculating the AR coeff 's as
coef <- lm(xx[,1]~xx[,lag$ar+1])$coef [*snipped* from around line
77,]
I'd like to modify this model with another term somewhat in these lines
lm(xx[,1] ~xx[,lag$ar+1]+mvgsignal)$coef
where mvgsignal is a moving average signal based on some indicators, the
question
is could i simply hack into