Displaying 1 result from an estimated 1 matches for "03jul2006".
2007 Oct 22
1
Newbie help: Data in an arma fit
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,...