| Author |
Comment/Response |
Mary A. Marion
|
 12/03/01 06:52am
I would like Mathematica to check my calculations for the covariance of y sub t and y sub (t-j).
Subscript[y, t] =
u + Subscript[\[Epsilon], t] +
Subscript[ \[Theta], 1]*Subscript[\[Epsilon], t - 1] +
Subscript[ \[Theta], 2]*Subscript[\[Epsilon], t - 2]
Subscript[y, t - j] =
u + Subscript[\[Epsilon], t - j] +
Subscript[ \[Theta], 1]*Subscript[\[Epsilon], t - j - 1] +
Subscript[ \[Theta], 2]*Subscript[\[Epsilon], t - j - 2]
I want to use the expectation operator. How can this be done without the Time Series Package? Can you send me an example? Does the time series package have this capability?
How can I represent a series which rather then stopping at t-2 stops at t-q? On paper this might look like ... Subscript[Theta,q]*[Subscript[Theta,t-q].
Thanks.
Mary
URL: , |
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