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I am using arimax model to calculate incremental sales due to promotions. Arima code is as below

**out <- try(Arima(unlist(final_data$total_sales), order=c(1,1,0),seasonal=c(0,0,0), xreg=reg_inp, include.mean=TRUE,include.drift=TRUE,transform.pars=TRUE,fixed=NULL, init=NULL, method="ML",kappa=1e6))**

Co-Efficients of the arima produces negative values for some predictors and I use these coefficients to calculate incremental sales

Co_efficients

So my question is an is there any way to restrict my coefficients to give me only positive numbers?

vivek
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  • I appreciate this is an ARIMA model rather than multilinear regression, but it strikes me that you are facing many of the same issues as in [this question](http://stats.stackexchange.com/q/198271/22228). – Silverfish Feb 25 '16 at 12:05
  • yes but that is on SPSS and on linear regression I believe, but I cannot see any answers to that, all the answers are regarding why negative coefficients are coming up instead of applying restrictions on coefficients. – vivek Feb 25 '16 at 12:11
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    The model you are fitting is not ARIMAX but rather regression with ARMA errors; see Rob J. Hyndman's blog post ["The ARIMAX model muddle"](http://robjhyndman.com/hyndsight/arimax/). – Richard Hardy Feb 25 '16 at 12:14
  • Coding questions are [off-topic here](http://stats.stackexchange.com/help/on-topic) - this site really focuses on the underlying *statistical* issues, rather than software-specific ones. As a result, when searching this site for similar examples, it's usually a mistake to only look for posts where the author was using the same software as you: even if someone is using a different package, they may be facing similar statistical issues. – Silverfish Feb 25 '16 at 12:19
  • The reason you can't see any "answers" on the other ["forcing the sign of the coefficients" thread](http://stats.stackexchange.com/q/198271/22228) that explain *how* to force the signs is explained very clearly in Nick Cox's comment there. (I wonder if he could be persuaded to post his comment as an answer.) – Silverfish Feb 25 '16 at 12:20

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