search for: 05jul2006

I'd like to fit an ARMA(1,1) model to some data (Federal Reserve Bank interest rates) that looks like: ... 30JUN2006, 5.05 03JUL2006, 5.25 04JUL2006, N <---- here! 05JUL2006, 5.25 ... One problem is that holidays have that "N" for their data. As a test, I tried fitting ARMA(1,1) with and without the holidays deleted. In other words, I fit the above data as well as this data: ... 30JUN2006, 5.05 03JUL2006, 5.25 05JUL2006, 5.25 ... and the ARMA coeffici...