Hi,
I'm trying to model an ARMA(1,[1,4]),
i.e. I want only lags 1 and 4 of the Moving Average part.
It's the '[1,4]' part that is giving me a problem.
I've tried different arma's and arima's in different packages, namely:
packages tseries, fArma, FinTS, timeSeries, TSA, Zelig, ds1, forecast
For example, with package FinTS:
> ( ARIMA(y, order=c(1,0,c(1,4))) )
Error in arima(x = x, order = order, seasonal = seasonal, xreg = xreg, :
'order' must be a non-negative numeric vector of length 3
Using ARIMA(1,0,1) with a seasonal argument for lag 4
does not get me any further.
With package Zelig I got:
> ( zelig(Diff(lppi,1) ~ one + lag.y(1) + lag.eps(1) + lag.eps(4) ,
model="arima" , data=Q) )
Error in model.frame.default(mf$formula, data) :
invalid type (list) for variable 'lag.eps(1)'
I get basically the same kind of answers with other packages
and with different configurations.
Thanks for any advice,
len
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