Hi,
I have no idea about how to simulate an AR(1) and MA(1) model with only the estimated value of the parameters, i.e., there is no observation, value of standard error etc. Can you guys give me any guideline about this?
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- Thu Jan 25, 2018 11:06 am
- Forum: Looking for Code?
- Topic: Simulation of AR(1) and MA(1) model
- Replies: 1
- Views: 7368