estimate using maximum likelihood

2019 10 16
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更新时间：2020 7 29
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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

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Shishir Singhal
Shishir Singhal 2020-7-29

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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

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