ARIMA model (infer the inputs)

Hello!
I have to estimate the following MA(1) model
where is available time series. I can estimate the model parameter a and its variance using arima/estimate. However, how do I get the time series after the model is estimated?
Thank you!

2 个评论

hmm.. just to be sure, you want to infer et, not rt, right?
Yes, exactly (rt is known)!

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提问:

2019-12-19

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2019-12-20

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