search for: b_q

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2007 Mar 05
1
Heteroskedastic Time Series
...ng, but my requirement seems to fall just outside the capabilities of the arima function in R. I'd like to fit an ARMA model where the variance of the disturbances is a function of some exogenous variable. So something like: Y_t = a_0 + a_1 * Y_(t-1) +...+ a_p * Y_(t-p) + b_1 * e_(t-1) +...+ b_q * e_(t-q) + e_t, where e_t ~ N(0, sigma^2_t), and with the variance specified by something like sigma^2_t = exp(beta_t * X_t), where X_t is my exogenous variable. I would be very grateful if somebody could point me in the direction of a library that could fit this (or a similar) model. Thank...
2008 Oct 15
4
a really simple question on polynomial multiplication
Dear R people: Is there a way to perform simple polynomial multiplication; that is, something like (x - 3) * (x + 3) = x^2 - 9, please? I looked in poly and polyroot and expression. There used to be a package that had this, maybe? thanks, Erin -- Erin Hodgess Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown mailto: erinm.hodgess at