Timeline for Analytical formula for the variance of ARMA(2,1) model [duplicate]
Current License: CC BY-SA 3.0
9 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Nov 15, 2020 at 14:41 | comment | added | Confounded | Did you find an answer to your question? What is the solution? Thank you | |
| Oct 7, 2015 at 7:47 | comment | added | harisf | @javlacalle Yes, I was able to figure it out from the first answer you linked. Thanks. | |
| Sep 29, 2015 at 4:35 | history | closed |
javlacalle Silverfish John gung - Reinstate Monica Christoph Hanck |
Duplicate of Autocovariance of an ARMA(2,1) process - derivation of analytical model for $\gamma( k)$ | |
| Sep 28, 2015 at 20:39 | comment | added | javlacalle | See also this post. | |
| Sep 28, 2015 at 20:34 | review | Close votes | |||
| Sep 29, 2015 at 4:35 | |||||
| Sep 26, 2015 at 18:14 | comment | added | javlacalle | See this answer. If that's not the answer to your question, please give details on your question. | |
| Sep 23, 2015 at 8:24 | comment | added | Plissken | Am I correct to assume that you are trying to find the unconditional variance of the process? | |
| Sep 22, 2015 at 10:50 | comment | added | Christoph Hanck | Is this self-study? If so, please add the tag and read its wiki. | |
| Sep 22, 2015 at 10:17 | history | asked | harisf | CC BY-SA 3.0 |