i have ARMA(2,1) model (1-∅1* p - ∅2 p^2 ) Zt=(1-c) at . I want estimate the parameters ∅1 , ∅2 and c by maximum likelihood method ؟ what should I do . Please help me

4 visualizzazioni (ultimi 30 giorni)

mohammed elmenshawy il 18 Dic 2016

where {at} follows the normal distribution (0 ,segma ^2)

MATLAB External Language Interfaces Other languages Octave

Scopri di più su Octave in Help Center e File Exchange

Find the treasures in MATLAB Central and discover how the community can help you!

Translated by

i have ARMA(2,1) model (1-∅1* p - ∅2 *p^2 ) Zt=(1-c) * at . I want estimate the parameters ∅1 , ∅2 and c by maximum likelihood method ؟ what should I do . Please help me