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

## Syntax

**ARMA_ERRORS**(

**X**,

**Order**,

**mean**,

**sigma**,

**phi**,

**theta**)

**X** is the univariate time series data (a one dimensional array of cells (e.g. rows or columns)).

**Order** is the time order in the data series (i.e. the first data point's corresponding date (earliest date=1 (default), latest date=0)).

Order | Description |
---|---|

1 | ascending (the first data point corresponds to the earliest date) (default) |

0 | descending (the first data point corresponds to the latest date) |

**mean** is the ARMA model long-run mean (i.e. mu).

**sigma** is the standard deviation of the model's residuals/innovations.

**phi** are the parameters of the AR(p) component model (starting with the lowest lag).

**theta** are the parameters of the MA(q) component model (starting with the lowest lag).

## Remarks

- The underlying model is described here.
**Warning:**ARMA_ERRORS() function is deprecated as of version 1.63: use ARMA_PARAM function instead.- The time series is homogeneous or equally spaced.
- The time series may include missing values (e.g. #N/A) at either end.

## Files Examples

## References

- D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
- James Douglas Hamilton; Time Series Analysis; Princeton University Press; 1st edition(Jan 11, 1994), ISBN: 691042896
- Tsay, Ruey S.; Analysis of Financial Time Series; John Wiley & SONS; 2nd edition(Aug 30, 2005), ISBN: 0-471-690740
- Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848
- Walter Enders; Applied Econometric Time Series; Wiley; 4th edition(Nov 03, 2014), ISBN: 1118808568

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