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Subject: XploRe: Learning Guide
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Quantlet: times07
Description: Estimates parameters of an ARMA(p,q) process.
Download: times07.xpl
Code:
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:
© MD*Tech - Method and Data Technologies, generated on 6.6.2000 .