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.