ARIMA model (infer the inputs)

Hello!

I have to estimate the following MA(1) model

where is available time series. I can estimate the model parameter a and its variance using arima/estimate. However, how do I get the time series after the model is estimated?

Thank you!

[Ridwan Alam]

hmm.. just to be sure, you want to infer et, not rt, right?

[Alex]

Yes, exactly (rt is known)!