Hello,
I would like to estimate Arima model by Maximum likelihood conditional on a
zero initial residual.
I am using:
model <- arima(y[1:N], order=c(1, 0, 1), method="ML", include.mean=TRUE)
model


What I have to use to estimate arima model by Maximum likelihood
conditional on a zero initial residual? Important is "conditional on a zero
initial residual".

Thank you.

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