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Dear R-help-archive.. I am trying to figure out how to make arima prediction when I have a process involving multivariate time series input, and one output time series (output is to be predicted) .. (thus strictly speaking its an...
On Sep 11, 6:24 am, David Stoffer <dsstof... at gmail.com> wrote: > Your model is close, but not correct... there are no t's on the parameters > and the U's aren't lagged. > > You can find an ARMAX...
Thats nice thanks =) .. I can trick R to do multivariate armax with lagged inputs as well and I bet R people didnt designed it that way (but the idea is the same when doing MLE, it must work).. anyway.. I...
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