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- Tue Jun 10, 2014 3:53 pm
- Forum: Models
- Topic: Ragged Edge ARMA Forecasting
- Replies: 0
- Views: 3923
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 ...