ARMA_ERRORS - Estimated Errors of the Parameters values

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

Syntax

X

= the univariate time series data (a one-dimensional array of cells (e.g. rows or columns)).

Order

= 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

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

sigma

= the standard deviation of the model's residuals/innovations.

phi

= the parameters of the AR(p) component model (starting with the lowest lag).

theta

= the parameters of the MA(q) component model (starting with the lowest lag).

Remarks