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robjhyndman / forecast

Forecasting Functions for Time Series and Linear Models
http://pkg.robjhyndman.com/forecast
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auto.arima and fixed #918

Closed AlbertoAlmuinha closed 2 years ago

AlbertoAlmuinha commented 2 years ago

Hi,

Is there a way for auto.arima to only check models in which the only coefficients with value are those of the order being tested and the rest are 0, similar to what can be achieved with the fixed argument in the Arima function?

For example, for order p = 4, d = 1 and q = 4, I would like auto.arima to check model:

forecast::auto.arima(y, order = c(4, 0, 4), fixed = (0, 0, 0, NA, 0, 0, 0, NA))

Is this possible?

Thanks,

robjhyndman commented 2 years ago

No, that's not possible. Sorry

AlbertoAlmuinha commented 2 years ago

Ok, thanks for the answer. I’ll close the issue.