• We are pleased to announce that the winner of our Feedback Prize Draw for the Winter 2024-25 session and winning £150 of gift vouchers is Zhao Liang Tay. Congratulations to Zhao Liang. If you fancy winning £150 worth of gift vouchers (from a major UK store) for the Summer 2025 exam sitting for just a few minutes of your time throughout the session, please see our website at https://www.acted.co.uk/further-info.html?pat=feedback#feedback-prize for more information on how you can make sure your name is included in the draw at the end of the session.
  • Please be advised that the SP1, SP5 and SP7 X1 deadline is the 14th July and not the 17th June as first stated. Please accept out apologies for any confusion caused.

MLE for Time Series Chapter 14

B

Bill SD

Ton up Member
Chapter 14 Time Series 2: top line of Pg 24 would someone mind elaborating on how the log-likelihood function is calculated (especially where the -1/2 multiplier comes from and why it is squared) as I couldnt follow how this is calculated from the linear regression model given in the question.

Many thanks in advance
 
I think you mean p25 (2020 version of notes). Anyway, Yi ~N(a+bxi, sigma^2) and L = product from i=1 to n of f(yi). Formula for f is given on p11 of Tables. Replace mu by a + bxi in this formula, and replace x by yi. Once you have L, take logs.
 
You must log in or register to reply here.
Back
Top