How to set the parameter values for ARX model

1 vue (au cours des 30 derniers jours)

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

Kushan le 17 Fév 2014

Experts please !!!!!!1

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