estimate using maximum likelihood

1 次查看（过去 30 天）
YVES NSIALA
YVES NSIALA 2019-10-16
回答： Shishir Singhal 2020-7-29
yt = δ + φ(1.5yt−1 −0.5yt−2) + ut −θ(1.5ut−1 −0.5ut−2)
it is an Arma process i want to know how to estimate in the maltab

请先登录，再回答此问题。

回答（1 个）

Shishir Singhal
Shishir Singhal 2020-7-29
Hi,
Please refer to the documentation: https://in.mathworks.com/help/econ/arima.html
It will give you some insights about how to model an arma process in MATLAB.
Thanks

类别

在 Help Center 和 File Exchange 中查找有关 Conditional Mean Models 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by