i have ARMA(2,1) model (1-∅1* p - ∅2 p^2 ) Zt=(1-c) at . I want estimate the parameters ∅1 , ∅2 and c by maximum likelihood method ؟ what should I do . Please help me

1 Ansicht (letzte 30 Tage)

mohammed elmenshawy am 18 Dez. 2016

where {at} follows the normal distribution (0 ,segma ^2)

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i have ARMA(2,1) model (1-∅1* p - ∅2 *p^2 ) Zt=(1-c) * at . I want estimate the parameters ∅1 , ∅2 and c by maximum likelihood method ؟ what should I do . Please help me