Displaying 2 results from an estimated 2 matches for "cqfe".
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2008 Oct 18
1
ARIMA - h-step ahead errors
...eturns directly the 1-step ahead errors but I am interested in
obtaining other h-step ahead errors for several ARIMA models I have
fitted. Is there any way I can obtain this with R? Any help would be
appreciated.
Sincerely,
Nuno Prista
_________________________
CO - FCUL, Lisboa, Portugal
CQFE - ODU, Norfolk, USA
2008 Oct 24
0
unstable MA results in ARIMA?
...a[t]. I made a fe more tests
and the number of residuals which appear (to me) miss-calculated gets
larger and larger when I test q>1. Can I trust the "arima" estimates in
the MA case as I do in the AR case?
Thanks,
Nuno Prista
_________________________
CO - FCUL, Lisboa, Portugal
CQFE - ODU, Norfolk, USA