Hi R-Community, I estimated a VARMA model with bft in dse1 without input: A(L)yt = B(L)et
I got the auto-regressive polynomial array A and the moving-average polynomial array B, but how can I access the covariances of the white noise et (disturbance vector), e.g. for simulation? Much thanks in advance, Hagen Schmoeller -- Dipl.-Ing. Hagen K. Schmöller Leiter Forschungsgruppe Stromerzeugung und -handel Institut für Elektrische Anlagen und Energiewirtschaft, RWTH Aachen Schinkelstraße 6, D-52056 Aachen, Germany Tel.: +49 (0)241 80-96734 Fax : +49 (0)241 80-92197 [EMAIL PROTECTED] ______________________________________________ [EMAIL PROTECTED] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
