Comments (3)
florianhartig
commented on July 20, 2024
So, this reference https://faculty.washington.edu/ezivot/econ584/notes/armaestimation.pdf gives the following formula for the likelihood
Check
- If this is identical to the code
- Can we have a citable reference for this, e.g. from a reputable book?
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TahminaMojumder
commented on July 20, 2024
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florianhartig
commented on July 20, 2024
OK, I think this wasn't resolved yet but we agreed the scaling is wrong and we have to change either help or (preferred) the code?
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Related Issues (20)
- Pass on extra arguments to the likelihood HOT 4
- Unwritable Outputs For Some Random Seeds HOT 7
- CRAN problem (HTML5)
- Combine DE and DEzs code
- CRAN requires HTML5 for documentation HOT 1
- Add red card dataset to DHARMa?
- Metropolis sampler startup error: Matrix seems negative semi-definite HOT 1
- No longer on CRAN HOT 2
- Incoming CRAN / win builder checks - detritus in temp directory HOT 3
- bridgesample function neccessary? HOT 2
- Questions about BT
- Simulation-based calibration HOT 1
- How to tell if the parallel computation is actually turned on HOT 7
- Number of calls to likelihood function HOT 1
- CRAN DHARMa.Rd issue HOT 3
- Vignette - should there be an example for convergence check?? HOT 1
- Examples in Vignette with eval = F intentional? HOT 1
- Spatially constrained priors? HOT 3
- Writing a hierarchical model - unsure where to assign population-level parameters
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