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Re: about the definition of ArimaModel

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#1995
Ryu
Member

Let’s say you have an AR(1) model like this:
[tex]y_t = 0.5 * y_{t-1} + epsilon_t[/tex]

There is a 1.0 coefficient for [tex]y_t[/tex], but you don’t need to specify it.

Your code would look something like this: