I'm searching a method to estimate the hyper-parameters in arima models.
I'm reading about r-inla package, but in the examples section only talk
about the AR part of the arima, but i need help about the MA part too.
I'm beginner in Bayesian methods, I'm reading the documentation about dlm
package and kalman filters, but the computacional cost of inla i think is
better, but only AR models are supported for the moment. What's packages
can help me for that?.
Someone can help me about it?. I need ligth for this question. If it's
possible with a arima(1,0,1) example, w
Thanks All
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