Vector of estimates with estimate(.) function

2016 11 6
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更新时间：2024 1 2
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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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回答（1 个）

Balaji
Balaji 2023-10-31
编辑：Balaji 2024-1-2

0 个投票

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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