Arima() method, in the
forecast package in R, I can provide a vector of parameters to the
fixed argument, and the model is estimated while ensuring the provided parameters are fixed to the supplied values.
However, when I do this, the model returns no standard errors for these coefficients. Why is this the case? Is it not possible to estimate standard errors of coefficients that are manually provided? Would love an explanation as to why this might be the case.
forecast method still calculates confidence intervals when forecasting from a model that has fixed parameters. Are these intervals still statistically valid? I would have thought such would rely on the standard errors of the estimated coefficients, which it seems we may not know in the case of manually-entered parameters?