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Model Fitting for ARIMAX-Models?

Home 21090308 Forums Numerical Method Statistics Model Fitting for ARIMAX-Models?

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    yurashamruk
    Member

    Hello!

    is it possible to also run a model fitting for an ARIMAX model? As far as i understand, ConditionalSumOfSquares is only applicable for ARMA models, but i also need to be able to estimate the coefficients for models using i-terms and exogenous input.

    Thank you,
    Philipp

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