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quadrat
2005 Nov 15
1
Linear model mixed with an ARIMA model
Dear all,
I'm looking for how can I input a linear model with an arma model,like
log(y) = 8.95756 + 0.0346414^t - 0.1*t^2 + ut
ut=-0.296ut-1+at-0.68at-1
where log(y) is qudratic function ,for the time series trend,
and get then get the residuals from the first function.
" obersvations value - the fit value = ut"
and fit an ARIMA(1,1,1) model for ut.
anyway,how can I combine this two models together as a group ?
my purpose is to to use this...