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linear time series with MA(1) residuals

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Peihong
Peihong on 4 Jun 2012
Closed: MATLAB Answer Bot on 20 Aug 2021
Dear Friends, I want to run a time series linear regression with the form y(t)=beta*x(t)+e(t), where e(t) follows a MA(1) process. the output looks like y=beta*x+e, and e(t)=a(t)-theta*a(t-1). and don't know how to do it using Matlab commands. the help will be deeply appreciated.

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