search for: stromerzeugung

Displaying 2 results from an estimated 2 matches for "stromerzeugung".

Multivariate ARMA Model
2004 Jul 25
1
Multivariate ARMA Model
...e functions "estVARXar" and "estVARXls" from package "DSE". But how can I estimate an VARMA(1,1)-model, or even better determine the orders and estimate the parameters? Much thanks in advance, Hagen Schmoeller -- Dipl.-Ing. Hagen K. Schm??ller Leiter Forschungsgruppe Stromerzeugung und -handel Institut f??r Elektrische Anlagen und Energiewirtschaft, RWTH Aachen Schinkelstra??e 6, D-52056 Aachen, Germany Tel.: +49 (0)241 80-96734 Fax : +49 (0)241 80-92197 Hagen.Schmoeller at iaew.rwth-aachen.de
DSE: covariance of white noise
2004 Sep 21
0
DSE: covariance of white noise
...B(L)et I got the auto-regressive polynomial array A and the moving-average polynomial array B, but how can I access the covariances of the white noise et (disturbance vector), e.g. for simulation? Much thanks in advance, Hagen Schmoeller -- Dipl.-Ing. Hagen K. Schm??ller Leiter Forschungsgruppe Stromerzeugung und -handel Institut f??r Elektrische Anlagen und Energiewirtschaft, RWTH Aachen Schinkelstra??e 6, D-52056 Aachen, Germany Tel.: +49 (0)241 80-96734 Fax : +49 (0)241 80-92197 Hagen.Schmoeller at iaew.rwth-aachen.de