On Fri, 29 Jan 2021 12:47:25 +0000 Nasia Petsa <petsa.athana...@hotmail.gr> wrote:
> Dear all, > > I have the following problem with determining the argument fixed in > arima function. What is the length of argument fixed for an > ARIMA(1,0,0)(0,1,1) and what is the correct order for the parameters Hmm. The help is indeed pretty opaque, isn't it? I tried the following: set.seed(42) x <- rnorm(300) f1 <- arima(x,order=c(1,0,0),seasonal=list(order=c(0,1,1),period=6)) coef(f1) # Which gave: > ar1 sma1 > -0.0169276 -0.9999999 f2 <- arima(x,order=c(1,0,0),seasonal=list(order=c(0,1,1),period=6), fixed=c(-0.5,NA),transform.pars=FALSE) coef(f2) # Which gave: > ar1 sma1 > -0.5 -1.0 So this looks like it's doing the right thing .... ??? Printing f2 indicates that the standard error of "ar1" is 0, which makes sense since it's fixed. I hope this helps. Perhaps someone who actually knows what they are talking about will chime in. cheers, Rolf Turner -- Honorary Research Fellow Department of Statistics University of Auckland Phone: +64-9-373-7599 ext. 88276 ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.