I hope this is the right place to ask this. I only started using IT++ yesterday and I'm struggling to do the following.
I have a time-series (lets say 10 samples). I want to estimate the coefficients for those 10 samples and then use the coefficients to predict the future value of sample 11. I want to do this for the MA, AR and ARMA separately and compare the results of those three.
I stuck in how exactly to use the Filter classes and can't find any suitable examples to do this. Can anyone help me out?
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