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There is a very strong indication that the model errors are not white. Since you have not built a noise model, this is O

Posted: Tue Mar 02, 2021 6:55 am
by fyousefi
There is a very strong indication that the model errors are not white. Since you have not built a noise model, this is OK. However the model estimate might be improved if you also include a model of the noise. (Set 'DisturbanceModel' to 'Estimate' for state-space models, or use BJ or ARMAX for polynomial models.)