ARIMA model (infer the inputs)
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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
Ridwan Alam
on 20 Dec 2019
hmm.. just to be sure, you want to infer et, not rt, right?
Alex
on 20 Dec 2019
Answers (0)
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