ARIMA model (infer the inputs)

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Alex el 19 de Dic. de 2019

Comentada: Alex el 20 de Dic. de 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 el 20 de Dic. de 2019

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

Alex el 20 de Dic. de 2019

Yes, exactly (rt is known)!

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