 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, 17.8.2000
