close Warning: Can't synchronize with repository "(default)" (/var/svn/tolp does not appear to be a Subversion repository.). Look in the Trac log for more information.

Opened 14 years ago

Last modified 14 years ago

#990 new defect

BSR with MA(1)

Reported by: Jorge Owned by: Jorge
Priority: normal Milestone: BSR Diagnosis
Component: BSR Version: 2.0.1
Severity: major Keywords: MA(1)
Cc: palmagro@…

Description

We've being told that the estimation of a MA(1) process is not resulting in a "correct" result under the following conditions:

  • MA coefficient ~ 0.91
  • few data ~ 11 observations

The estimation is done with BSR.

Change History (1)

comment:1 Changed 14 years ago by Jorge

This ticket needs a sample data or code to be reproduced. One approach to deal with it could be use simulation to generate the data and try the estimation with those simulated data.

Note: See TracTickets for help on using tickets.