Hello! I have to estimate the following MA(1) model where is available time series. I can estimate the model parameter and its variance using arima/estimate. However, how do I get the time series after the model is estimated? Thank you!

ARIMA model (infer the inputs)

2019 12월 19

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Hello!

I have to estimate the following MA(1) model

where

is available time series. I can estimate the model parameter a and its variance using arima/estimate. However, how do I get the time series

after the model is estimated?

Thank you!

Ridwan Alam 2019년 12월 20일

hmm.. just to be sure, you want to infer et, not rt, right?

Alex 2019년 12월 20일

Yes, exactly (rt is known)!

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