subject:"\[R\] arma estimated return"

Re: [R] arma estimated return

2011-07-05 Thread Rolf Turner

On 06/07/11 13:28, Xiao Yang wrote: Hi I am new to time series analysis using R. does anyone know what the estimated long term average of return means. I am doing an arma model fitting of exchange rates, and the question I have been asked is to estimate the long term average for the returns.

[R] arma estimated return

2011-07-05 Thread Xiao Yang

Hi I am new to time series analysis using R. does anyone know what the estimated long term average of return means. I am doing an arma model fitting of exchange rates, and the question I have been asked is to estimate the long term average for the returns. Is this same as the intercept term? I