Fit model to data

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John
John 2014-3-27
Hi all.
How do I fit an estimated ARMA model to the actual data. For example, my estimated model is ARMA(2,0). Now, how do I run this model and compare (plot) it against the actual data?
Thanks in advance for any help.

回答(1 个)

Shashank Prasanna
Shashank Prasanna 2014-3-27
Here are some examples:
Click on the links below to see more examples on how to specify, estimate and simulate/forecast the model

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