How estimate function derives initial estimates using standard time series techniques? what are these standard time series techniques?

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mhd z
mhd z 2022-9-8
回答： William Rose 2022-9-9
In the documents of the estimate functionl section Initial Value Specifications, it is written that the function estimates the initial values by nstandard time series techniques. CAN anyone explanes what are these techniques.
I appreciate any leads or brief explanations... anything.
Thank you
https://www.mathworks.com/help/econ/arima.estimate.html

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William Rose
William Rose 2022-9-9
@mhd z,
It's complicated. The methods usd to generate initial estimates are described here:
https://www.mathworks.com/help/econ/initial-values-for-arima-estimation.html
Also see Box, Jenkins, & Reinsel, 3rd ed., 1994 (this is the dition cited by Mathworks); 4th ed., 2008; 5th ed., 2015.
This site summarizes the Box-Jenkins approach to initial estimation.

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