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8.5 Non-seasonal ARIMA models | OTexts
sigma^2 estimated as 0.3856: log likelihood=-154.73 AIC=319.46 AICc=319.84 BIC=334.96 This is an ARIMA(0,0,3) or MA(3) model: $$y_t = 0.756 + e_t + 0.254 e_{t-1} + 0.226 e_{t-2} + 0.269 e_{t-3},...
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Updated: | June 21, 2022 |
Expires: | September 07, 2024 |
Created: | September 07, 2012 |
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