- 326

- 6

By the way I know the proof of why we do the similar subtraction like above in multilinear regression. And mathematical proof of it is displayed in (https://stats.stackexchange.com/questions/24921/distribution-of-sum-of-squares-error-for-linear-regression/400261?noredirect=1#comment749409_400261). But even though there is a similarity I can not derive for ARMA model.