ARMA(1,1) Parameter Estimation

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Fitting ARMA(1,1) using Yule-Walker estimation.
  1. MewStat
  2. Statistics
  3. Probability
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Neat tricks using Pi and Psi like that, but based off of your set up at 18:30, shouldn't theta_1= -0.6961, therefore making phi_1=1.3869. Not sure it matters too much because the model still isn't stationary but yeah cool vid.

cadenryals