[R] arma estimated return
Xiao Yang
xy11 at caa.columbia.edu
Wed Jul 6 03:28:03 CEST 2011
Hi
I am new to time series analysis using R. does anyone know what the
estimated long term average of return means. I am doing an arma model
fitting of exchange rates, and the question I have been asked is to
estimate the long term average for the returns. Is this same as the
intercept term? I model the log of the exchange rate as a ma(1) and
got 0 for the intercept.
any help will be great
thanks
P
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