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- Sun Jun 21, 2015 11:29 am
- Forum: Programming
- Topic: ar 1 estimation with maximum likelihood
- Replies: 1
- Views: 1802
ar 1 estimation with maximum likelihood
Dear all, I am trying to estimate an AR 1 ON E VIEWS BY USING MAXIMUM LIKELIHOOD! @logl LL1 eps = y - c(1) - c(2)*x LL1 = -log(c(3)) - (eps^2)/(2*c(3)^2) - 0.5*log(2*3.14159) I try this code but it doesn't work. as I don't take any values for LogL . Probably THERE IS SOMETHING WRONG WITH C(3) PARAME...