Hi given an ARMA process and the AR and MA coefficients I need the residuals. arima() calculates the residuals together with the best AR and MA coefficients, but I need the coefficients to take known values. In S-PLUS there is a function arima.filt(). Is there something similar in R?
Thanks for any help, Matthias Budinger ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
