Hello,
I would like to estimate Arima model by Maximum likelihood conditional on a
zero initial residual.
I am using:
model <- arima(y[1:N], order=c(1, 0, 1), method="ML", include.mean=TRUE)
model
What I have to use to estimate arima model by Maximum likelihood
conditional on a zero initial residual? Important is "conditional on a zero
initial residual".
Thank you.
[[alternative HTML version deleted]]
______________________________________________
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.
