[R] Errors Calculating MVN Likelihood of Time Series with AR(1) Errors

[peter dalgaard]

On 06 Mar 2014, at 19:16 , peter dalgaard <pdalgd at gmail.com> wrote:

> constant. Adding to that, and MA process with a neighbor correlation on the order of .9 is not possible. To paraphrase, you're doing essentially this:

Sorry, dyslectic fingers syndrome:   [...] _an_ MA process [...] is not possible.

-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com