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Subject: | XploRe: Learning Guide |
See XploRe: |
Quantlet: | times07 | |
Description: | Estimates parameters of an ARMA(p,q) process. | |
Download: | times07.xpl |
library("times") randomize(0) a = 0.5 b = 0.3 eps = normal(100) y = genarma(a,b,eps) ; est2 = armacls(y,1,1) est2
Subject: | XploRe: Learning Guide |
See XploRe: |