How do I interpret p and q in the corARMA correlation structure?
I understand that p is the autoregessive order and q is the moving average, but
I don't know how to interpret what does it means when it is (2,3) or (2,2) for
example. Can anyone give me a simple explanation?
[[alternative H
93354504 wrote:
clotting <- data.frame(u = c(5,10,15,20,30,40,60,80,100), lot1 =
c(118,58,42,35,27,25,21,19,18), lot2 = c(69,35,26,21,18,16,13,12,12));
lot=c(clotting$lot1,clotting$lot2);
uu=c(clotting$u,clotting$u);
x=uu;
y=lot;
n=length(y);
x=cbind(rep(1,n),x);
c=2;
neg_loglikehood=function(t
clotting <- data.frame(u = c(5,10,15,20,30,40,60,80,100), lot1 =
c(118,58,42,35,27,25,21,19,18), lot2 = c(69,35,26,21,18,16,13,12,12));
lot=c(clotting$lot1,clotting$lot2);
uu=c(clotting$u,clotting$u);
x=uu;
y=lot;
n=length(y);
x=cbind(rep(1,n),x);
c=2;
neg_loglikehood=function(theta){
-1*(c*sum(
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