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David


Sheffield University

Active since 2011

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ARIMA Model - AR(4)AR(364) with MA(7) - too big for MATLAB - how to handle?
I have daily data which has a yearly seasonal component AR(364), but when I try to enter the orders AR 348 and MA 7, I get an er...

12 years ago | 1 answer | 0

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Calculating residuals with specific lags in ARMA/ARX etc
I am reworking some models where I know the specific AR and MA parameters. For example one model has only a 7th lag AR and a 7th...

12 years ago | 0 answers | 0

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