[R] arma estimated return

Xiao Yang
Wed, 06 Jul 2011 01:28:03 -0000

Hi

I am new to time series analysis using R.  does anyone know what the
estimated long term average of return means.  I am doing an arma model
fitting of exchange rates, and the question I have been asked is to
estimate the long term average for the returns.  Is this same as the
intercept term?  I model the log of the exchange rate as a ma(1) and
got 0 for the intercept.

any help will be great

thanks

P