estimate using maximum likelihood

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YVES NSIALA
YVES NSIALA on 16 Oct 2019
Answered: Shishir Singhal on 29 Jul 2020
yt = δ + φ(1.5yt−1 −0.5yt−2) + ut −θ(1.5ut−1 −0.5ut−2)
it is an Arma process i want to know how to estimate in the maltab

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Answers (1)

Shishir Singhal
Shishir Singhal on 29 Jul 2020
Hi,
Please refer to the documentation: https://in.mathworks.com/help/econ/arima.html
It will give you some insights about how to model an arma process in MATLAB.
Thanks

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