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How can I get R-squred after estimating an ARMA model?

2 vues (au cours des 30 derniers jours)
weijie
weijie le 18 Mai 2012
Would any one tell me that how can I retrieve the R-squared and adjusted R-squared after estimating the ARMA model.
Below is my code, I use MATLAB 2012a.
my_arma=arima(1,0,1) % specify an ARMA(1,1)
[fit,VarCov,LogL,info] = estimate(my_arma,lndiff_y)

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