ARMA_GUESS - Initial Values (Guess) for Model's Parameters

Returns an array of cells for the initial/quick guess of the model's parameters.


ARMA_GUESS ([x], order, p, q)

Required. Is the univariate time series data (a one-dimensional array of cells (e.g., rows or columns)).
Optional. Is the time order in the data series (i.e., the first data point's corresponding date (earliest date = 1 (default), latest date = 0)).
Value Order
1 Ascending (the first data point corresponds to the earliest date) (default).
0 Descending (the first data point corresponds to the latest date).
Optional. Is the AR component order of the model.
Optional. Is the MA component order of the model.


ARMA_GUESS(.) function is deprecated as of version 1.63: use ARMA_PARAM(.) function instead.


  1. The underlying model is described here.
  2. The time series is homogeneous or equally spaced.
  3. The time series may include missing values (e.g., #N/A) at either end.
  4. ARMA_GUESS returns the model's parameters in the following order:
    1. $\mu$.
    2. $\phi_1,\phi_2,...,\phi_p$.
    3. $\theta_1,\theta_2,...,\theta_q$.
    4. $\sigma$.

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