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3206
2008 Oct 28
1
Fixing an only one coefficient in an ARIMA model
Good afternoon,
I would like fitting an ARIMA model without the first coefficient.
For example, I want to fit an AR(3) like this :
y[t]=a[1]*y[t-1]+a[2]*y[t-2]+a[3]*y[t-3], where a[1]=0.
How can I specify it in the function "arima", if it is possible ?
Thank you in advance.
Yohann Moreau
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