How can I get R-squred after estimating an ARMA model?
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Would any one tell me that how can I retrieve the R-squared and adjusted R-squared after estimating the ARMA model.
Below is my code, I use MATLAB 2012a.
my_arma=arima(1,0,1) % specify an ARMA(1,1)
[fit,VarCov,LogL,info] = estimate(my_arma,lndiff_y)
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