ARMAX_MODEL

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SALEX2016
Posts: 5
Joined: Tue Jan 19, 2016 4:25 am

ARMAX_MODEL

Postby SALEX2016 » Tue Jan 19, 2016 4:35 am

Hello for all,
This is the first time to use Eviews software in order to estimate my parameters in this model: :cry:
A(z-1) Y(t) = B1(z-1) U1(t) + B2(z-1) U2(t) + β + C(z-1) ε(t)

z-1 : The backward shift operator
Y : output
U1, U2 : inputs
β : Constant disturbance for parameters.
ε: white Gaussian noise. (Stochastic disturbance)

Can I estimate the parameters in this model.
Best Regards,
SARA
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