What does ARMA mean for a sample time series? What do you need to know about the
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Question:
- What does ARMA mean for a sample time series?
- What do you need to know about the distribution of the errors to carry out this procedure? What if you had used maximum likelihood estimation?
- If you use the method of moments to estimate the other parameters, what problem would you have in trying to estimate the variance of the error?
- What exactly do we mean by a pattern here?
- Write down an expression for the two-step ahead forecast of a general ARMA(2,2) process.
- Why, intuitively, does the k-step ahead variance converge toward the variance of the process?
Related Book For
Marketing Research
ISBN: 9781119497639
13th Edition
Authors: V. Kumar, Robert P. Leone, David A. Aaker, George S. Day
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