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by JRichards
Tue Jun 10, 2014 3:53 pm
Forum: Models
Topic: Ragged Edge ARMA Forecasting
Replies: 0
Views: 2357

Ragged Edge ARMA Forecasting

Version 8, build June 4, 2014 I have multiple series that I want to forecast, with ARMA processes in their equations. The history is a ragged edge (ends in different periods for each endogenous variable, according to when data is released). If I start the model solve way back in history (period 700 ...

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