ARMA_ERRORS - Estimated Errors of the Parameters Values

Returns an array of cells for the estimated error/standard deviation of the model's parameters.


ARMA_ERRORS ([x], order, µ, σ, [φ], [θ])

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 ARMA model long-run mean (i.e., mu). If missing, the process mean is assumed to be zero.
Required. Is the standard deviation value of the model's residuals/innovations.
Optional. Are the parameters of the AR(p) component model: [φ1, φ2 … φp] (starting with the lowest lag).
Optional. Are the parameters of the MA(q) component model: [θ1, θ2 … θq] (starting with the lowest lag).


ARMA_ERRORS(.) 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.

Files Examples

Related Links



Article is closed for comments.

Was this article helpful?
0 out of 0 found this helpful