How to set the parameter values for ARX model

2 vues (au cours des 30 derniers jours)
Kushan
Kushan le 14 Fév 2014
Commenté : Kushan le 17 Fév 2014
Hi all,
There are two time series, "A"(auto-regressive variable) and "B"(exogenous variable).
Please let me know how to estimate the parameters for auto-regressive variable by fixing the parameters for exogenous variable. Such that,
First set the parameters for exogenous variable and then find the parameters for auto-regressive variable
Thanking you in advance,
Kushan
  1 commentaire
Kushan
Kushan le 17 Fév 2014
Experts please !!!!!!1

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