ARIMA model (infer the inputs)

1 vue (au cours des 30 derniers jours)

Alex le 19 Déc 2019

Commenté : Alex le 20 Déc 2019

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!

Ridwan Alam le 20 Déc 2019

hmm.. just to be sure, you want to infer et, not rt, right?

Alex le 20 Déc 2019

Yes, exactly (rt is known)!

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