ARIMA model (infer the inputs)

Hello!
I have to estimate the following MA(1) model
where is available time series. I can estimate the model parameter a and its variance using arima/estimate. However, how do I get the time series after the model is estimated?
Thank you!

2 Commenti

Ridwan Alam
Ridwan Alam il 20 Dic 2019
hmm.. just to be sure, you want to infer et, not rt, right?
Alex
Alex il 20 Dic 2019
Yes, exactly (rt is known)!

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Richiesto:

il 19 Dic 2019

Commentato:

il 20 Dic 2019

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