Search found 1 match
- Thu Apr 05, 2012 11:22 am
- Forum: Estimation
- Topic: ARMA Model in State Space with Constant Term
- Replies: 0
- Views: 1647
ARMA Model in State Space with Constant Term
First post... My master's degree may be hinging on some of you guys! =) I'm trying to model seasonally adjusted and non-seasonally adjusted data using an ARMA(3,3) model with constant term. The output for the standard LS estimate is very nice. Here are the two questions I have: #1. Should the consta...