[R] estimates for e in procedure arima0() ?

Kai Arzheimer arzheimer at politik.uni-mainz.de
Thu Apr 12 18:31:00 CEST 2001


Dear all,
this may be a stupid question but...

The underlying model in procedure arima0 is

X[t] = a[1]X[t-1] + ... + a[p]X[t-p] + e[t] + b[1]e[t-1] + ... +b[q]e[t-q]

Is it possible to get an estimate of e for every point t, t-1 etc. or
at least an estimate of the variance of e?

Thanks a lot in advance for any hints

Kai Arzheimer
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