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Time series ARMA model estimation results different from textbook
Hi Wayne, again, thanks for the reply. I've tried two other data sets in the book. The same thing happened. The ARMA(2,1) model ...
presque 15 ans il y a | 0
Time series ARMA model estimation results different from textbook
Hi Walter & Wayne, thank you for the comments. I don't know how to post pictures here. A scanned copy of the pages is here: <ht...
presque 15 ans il y a | 0
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Time series ARMA model estimation results different from textbook
I tried to estimate an ARMA(4,3) model using armax function in the system identification toolbox. I used the same data set, but ...
presque 15 ans il y a | 5 réponses | 0
