Subject: | XploRe: Learning Guide |
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Quantlet: | times06 | |
Description: | Estimates parameters of an ARMA(1,1) process. | |
Download: | times06.xpl |
library("times") randomize(0) a = 0.5 b = 0.3 eps = normal(100) y = genarma(a,b,eps) ; est1 = armalik(y) est1{1} est1{2}
Subject: | XploRe: Learning Guide |
See XploRe: |