phi 0.

77471
theta 0.52099
SSE 102.639

OBS Y AR MA
1 1.2917 0
2 3.5004 1.00069 2.4997
3 2.1595 4.01408 -1.8546 6.0000

4 2.2476 0.70676 1.5409

5 2.2791 2.54406 -0.2649 4.0000

6 2.3501 1.62765 0.7225

2.0000
7 1.2491 2.19709 -0.9480
8 0.9596 0.47383 0.4858 0.0000
1 3 5 7 9 11 13 15
9 1.2070 0.99653 0.2104
10 0.1668 1.04469 -0.8779 -2.0000

11 1.7344 -0.3282 2.0625

-4.0000
12 2.2364 2.4182 -0.1818
13 1.2486 1.63792 -0.3893 -6.0000

14 0.9625 0.76444 0.1980

15 1.1692 0.84883 0.3204
16 0.5222 1.07271 -0.5505
17 0.1332 0.11778 0.0155
18 -0.9306 0.11128 -1.0419
19 -1.6075 -1.2638 -0.3438
20 -1.2627 -1.4245 0.1618
21 -0.7017 -0.8939 0.1922
22 -0.1863 -0.4435 0.2572
23 0.7818 -0.0103 0.7922
24 -0.3060 1.01841 -1.3244
25 -1.1446 -0.9271 -0.2175
26 2.0878 -1.0001 3.0879
27 2.9783 3.22623 -0.2480
28 2.6029 2.17811 0.4248
29 2.0518 2.23783 -0.1861
30 2.0513 1.49258 0.5588
31 2.0228 1.8803 0.1425
32 2.4930 1.64134 0.8517
33 1.5925 2.37508 -0.7826
34 -0.8981 0.82599 -1.7240
35 -1.8609 -1.5939 -0.2670
36 -1.1032 -1.5808 0.4776
37 -1.6277 -0.6058 -1.0219
38 -2.0150 -1.7934 -0.2216
39 -0.8556 -1.6765 0.8209
40 0.7111 -0.2352 0.9463
41 0.5460 1.04395 -0.4980
42 -1.8696 0.16351 -2.0331
43 -3.6289 -2.5076 -1.1213
44 -4.6495 -3.3955 -1.2540
45 -5.0978 -4.2553 -0.8425
46 -3.7238 -4.3882 0.6644
47 -2.3313 -2.5387 0.2074
48 -2.1059 -1.6981 -0.4079
49 -1.8917 -1.844 -0.0477
50 -0.1741 -1.4903 1.3162
51 0.9772 0.55081 0.4264
52 1.0886 0.97925 0.1093
53 2.4414 0.90031 1.5411
54 2.4165 2.69423 -0.2777
55 2.0329 1.72744 0.3055
56 4.1258 1.7341 2.3917
57 4.6994 4.44231 0.2571
58 2.2527 3.7747 -1.5220
59 0.7085 0.95231 -0.2438
60 -0.3594 0.42182 -0.7812
61 0.2274 -0.6854 0.9128
62 1.8346 0.65169 1.1829
63 1.8761 2.03761 -0.1615
64 1.1064 1.36934 -0.2629
65 1.2244 0.72016 0.5043
66 3.4141 1.2113 2.2028
67 3.8930 3.79263 0.1004
68 3.5768 3.06828 0.5086
69 4.3147 3.036 1.2787
70 2.7332 4.00886 -1.2757
71 0.7583 1.45279 -0.6945
72 1.0578 0.2256 0.8322
73 3.5289 1.25302 2.2759
74 2.9725 3.91958 -0.9471
75 1.3378 1.80937 -0.4716
76 -0.5782 0.79073 -1.3690
77 -2.5251 -1.1612 -1.3640
78 -1.6901 -2.6669 0.9768
79 -0.7604 -0.8004 0.0400
80 0.0962 -0.5682 0.6644
81 -0.2874 0.42065 -0.7080
82 -1.1905 -0.5915 -0.5990
83 -1.1759 -1.2344 0.0584
84 -1.4709 -0.8806 -0.5903
85 -0.3338 -1.4471 1.1133
86 -0.4421 0.32144 -0.7635
87 -0.1759 -0.7403 0.5644
88 0.7921 0.1578 0.6343
89 -1.2252 0.94406 -2.1692
90 -2.3355 -2.0793 -0.2562
91 -2.8041 -1.9428 -0.8613
92 -2.5469 -2.6211 0.0742
93 -1.9339 -1.9344 0.0005
94 -0.5551 -1.498 0.9429
95 -0.6846 0.06125 -0.7459
96 -1.0207 -0.919 -0.1017
97 -2.4615 -0.8437 -1.6178
98 -4.1943 -2.7498 -1.4446
99 -4.4779 -4.002 -0.4759
100 -4.6783 -3.7171 -0.9612
 1. Assign the first value of MA to 0
2. The next values for MA will follow the formula =B8-SUMPRODUCT(B7,$C$
3. Get the SSE by getting the sum of squares of your MA values

4. Get the optinal values for phi and theta using Minimization

5. Compute for AR
Z = phi*Yt-1 + theta*MAt-1

Chart Title
6.0000

4.0000

2.0000

0.0000
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31 33 35 37 39 41 43 45 47 49 51 53 55 57 59 61 63 65 67 69 71 73 75

-2.0000

-4.0000

-6.0000

Y AR MA
ormula =B8-SUMPRODUCT(B7,$C$1)-SUMPRODUCT(D7,$C$2)
es of your MA values

using Minimization

5 57 59 61 63 65 67 69 71 73 75 77 79 81 83 85 87 89 91 93 95 97 99

MA