[R] arma estimated return
rolf.turner at xtra.co.nz
Wed Jul 6 03:40:14 CEST 2011
On 06/07/11 13:28, Xiao Yang wrote:
> 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
If this is a homework problem, ask your instructor.
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