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2002 Apr 03
1
arima0 with unusual poly
Dear R People:
Suppose I want to estimate the parameters of the
following AR model:
(1 - phi_1 B - phi_2 B^2 - phi_9 B^9) x_t = a_t
and I want to use the arima0 command from the
ts library.
How would I use the order subcommand, please?
R Version 1.4.1 for Windows.
Thanks!
Sincerely,
Erin Hodgess
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
1 Main Stre...