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University of Chicago
- Sydney, NSW
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20:58
(UTC +10:00) - in/amy-tramontozzi
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ARIMA_Coefficient_Bootstrapping
ARIMA_Coefficient_Bootstrapping PublicThis project explores the estimation of ARMA(1,1) models using original regression residuals, leveraging bootstrap resampling to obtain 95% confidence intervals for AR(1) and MA(1) coefficients.
R
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