Azzera filtri
Azzera filtri

ARIMA model (infer the inputs)

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Alex
Alex il 19 Dic 2019
Commentato: Alex il 20 Dic 2019
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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