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MA coefficients
2008 Sep 10
0
MA coefficients
...arima(residuals, order=c(2,1,1)) Call: arima(residuals, order = c(2,1, 1)) Coefficients:           ar1      ar2      ma1       -0.4196  -0.3328  -1.0000 s.e.   0.0861   0.0857   0.0215 sigma^2 estimated as 0.0002529:  log likelihood = 320.83,  aic = -633.66    (a) Did this indicate a nonstationary/noninvertible process? (b) Did the algorithm converge? Would you trust the fit?? (c) What would you do next?     Best,   Ricardo [[alternative HTML version deleted]]