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What is the difference between ARMAX model and Linear regression with ARMA errors? and how does the estimation of the 2 models differ?
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I have daily data from Jan/1/2008 to Jan/1/2012 i would like to create dummy variable for the whole period after a specific date that is after March 2011, in addition i would like to create...
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Hello, How To Write ARIMA / SARIMA model mathematically? I am trying to generte the mathematical structure of ARIMA(2,1,3) and ARIMA(1,0,1)(0,1,1)12 Thanks in advance
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Hello! I would like to use ARFIMA for model estimation, as the autocorrelation function is decaying slowly . I am using Eviews, although i read the Eviews explanation of ARFIMA models. But still...
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