Timeline for Why does the Arima() method in the forecast package in R not calculate standard errors for coefficients passed to 'fixed'?
Current License: CC BY-SA 3.0
4 events
| when toggle format | what | by | license | comment | |
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| Jul 22, 2016 at 12:28 | comment | added | Stephan Kolassa | This may be helpful. | |
| Jul 22, 2016 at 12:09 | comment | added | nlml | Thanks Stephan for a very clear answer. Yes, a Bayesian approach could indeed be the answer. If I think about it, what I'm really trying to do here is embed my prior economic intuition into the estimation process of an ARIMAX model. If you (or anyone else) has any thoughts on this I'd be greatly appreciative! | |
| Jul 22, 2016 at 12:08 | vote | accept | nlml | ||
| Jul 22, 2016 at 11:45 | history | answered | Stephan Kolassa | CC BY-SA 3.0 |