Vector of estimates with estimate(.) function
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I've been trying to retrieve the vector of parameter estimates from an arima model estimated with the Econometrics Toolbox so I can perform a Wald test for global significance. How can I do it? i.e., I would like to do something of the type:
Mdl1 = estimate(Mdl,y)
CoeffMdl = Mdl1.Coefficients.Estimate
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Balaji
el 31 de Oct. de 2023
Editada: Balaji
el 2 de En. de 2024
Hi Miguel
The code you have proposed for extracting the vector of parameter estimates from an ARIMA model appears to be accurate and should be functional as intended.
Mdl1 = estimate(Mdl, y);
CoeffMdl = Mdl1.Coefficients.Estimate;
Thanks,
Balaji
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