ghjf fghjk
2013-Jan-30 09:20 UTC
[R] Arima model estimated by Maximum likelihood conditional on a zero initial residual
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]]