Hi all,

Suppose I am fitting an arma(p,q) model to a time series y_t.
So, my model should contain (q+1) white noise variables.
As far as I know, each of them should have the same variance.
How do I get the estimate of this variance by running the arma(y) function
(or is there any other way)?

Appreciate your help.

Thanks,
Preetam

-- 
Preetam Pal
(+91)-9432212774
M-Stat 2nd Year,                                             Room No. N-114
Statistics Division,                                           C.V.Raman
Hall
Indian Statistical Institute,                                 B.H.O.S.
Kolkata.

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