ADJUSTMENT REASON CODES REASON CODE DESCRIPTION
Estimating an ARMA Process Overview 1. Main ideas 2. Fitting autoregressions 3. Fitting with moving average components 4. Standard errors 5. Examples 6. Appendix: Simple estimators for autoregressions Main ideas E ciency Maximum likelihood is nice, if you know the right distribution. For time series, its more motivation for least squares. If ... ................
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