最新消息:雨落星辰是一个专注网站SEO优化、网站SEO诊断、搜索引擎研究、网络营销推广、网站策划运营及站长类的自媒体原创博客

fixed values for MTS VARMA in R - Stack Overflow

programmeradmin1浏览0评论

Ive been trying to use the fixed paramter in the VARMA function, but I cant seem to get it right. I would love some help.

My code is the following:

fixed <- matrix(NA, nrow = 2, ncol = 2)
fixed[1,2] = 0
model <- VARMA(data, p = 1, q = 0, fixed = fixed, include.mean = FALSE)

and I get the error

Number of parameters: 0
Error in round(par, 4) : non-numeric argument to mathematical function

I tried using a True and False matrix too but it didnt work I'm using normal distributed data with 2 variables

发布评论

评论列表(0)

  1. 暂无评论