Hi I am new to time series analysis using R. does anyone know what the estimated long term average of return means. I am doing an arma model fitting of exchange rates, and the question I have been asked is to estimate the long term average for the returns. Is this same as the intercept term? I model the log of the exchange rate as a ma(1) and got 0 for the intercept.
any help will be great thanks P ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
