linear time series with MA(1) residuals

1 次查看（过去 30 天）

Peihong 2012-6-4

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/40209-linear-time-series-with-ma-1-residuals

关闭： MATLAB Answer Bot 2021-8-20

Dear Friends, I want to run a time series linear regression with the form y(t)=beta*x(t)+e(t), where e(t) follows a MA(1) process. the output looks like y=beta*x+e, and e(t)=a(t)-theta*a(t-1). and don't know how to do it using Matlab commands. the help will be deeply appreciated.