Option for indirect inference
idf_arma_total(ar, ma, sigma2, N, robust, eff, H)
A vec
that contains the coefficients of the AR process.
A vec
that contains the coefficients of the MA process.
A double
that indicates the sigma2 parameter of the ARMA process.
A int
that indicates how long the time series is.
A bool
that indicates whether the estimation should be robust or not.
A double
that specifies the amount of efficiency required by the robust estimator.
A int
that indicates how many iterations should take place.
A vec
with the indirect inference results.