| Subject: | XploRe: Learning Guide |
| See XploRe: |
| 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: |