 Usage:  {y,wnv} = armacls(x,p,q)  

 

 Input:



  x                      n-vector, the process 

                         

  p                      scalar, the autoregression order 

                         

  q                      scalar, the moving average order 

                         

 Output:



  y                      list containing 1. p+q-vector, the estimated 

                         parameters, 2. the number of iterations, and 3. a 

                         0-1 scalar indicating convergence 

                         

  wnv                    scalar, the estimate of the white noise variance 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

