Hi,
Does anybody know a way of fitting an ARMA(p,q) model in R and S-Plus
that I could select which parameters I don't want in my model? It is
extremely easy to do it in E-Views for example, but I couldn't find a
way of doing it in R or S-Plus.
And I would like to do it not only for the ARIMA bult-in function for R
and S-Plus, but for the GARCH module (S-Plus) when modelling the mean too.
Sincerely,
--
Frederico Zanqueta Poleto
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--
"It would be possible to describe everything scientifically, but it
would make no sense; it would be without meaning, as if you described a
Beethoven symphony as a variation of wave pressure." Albert Einstein
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