On Fri, Apr 13, 2012 at 1:04 PM, BBands bba...@gmail.com wrote:
Donchian channels are a sort of special case in which the channel
values should not include the current period. if I were to code this,
today's value would reflect the n-1 prior highs and lows. The reason
So if n=10, you would
I am trying some Arma fitting and prediction routines from fArma.
I am finding that the arma generation and fitting functions in this package do
not match up.
ie When I generate an arma 2,2 model with armaSim() the armaFit() routine gives
a very different model fit. Can anyone shed any light
