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 Comments

hmm.. just to be sure, you want to infer et, not rt, right?
Yes, exactly (rt is known)!

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on 19 Dec 2019

Commented:

on 20 Dec 2019

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