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ARMA Model with non-contiguous lags.

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Would it be possible to select few discrete lags to include in the ARMA model? I know I can set the coefficients' values to zero, but I don't want them to be counted in the AIC/BIC calculation or be part of the calibration process.

 

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  • Starting with version 1.63 (Shamrock), NumXL supports partial-set of lags in the ARMA/ARIMA polynomial. For missing terms, user passes either an empty cell, or a cell with a #N/A value.

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