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quantgirluk/Fanchart_Demo_v0.ipynb

Last active January 22, 2023 11:25
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@sebabecerra
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"Muchas gracias, funcionó. Una pregunta más, ¿cómo calculaste los parámetros? Por ejemplo, para un simple ARIMA (1,0,0)".

"Many thanks, it worked. One more question, how did you calculate the parameters? For example, if the model were a simple ARIMA(1,0,0)."

@quantgirluk
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Hola, desafortunadamente BoE no ha hecho público el método para calcular los parámetros que usa en sus modelos de pronóstico. Por otra parte para un Arima podrías usar el método de máxima verosimilitud.

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