ARMA Analysis
Autoregressive Moving Average (ARMA) Analysis
- Auto-Regressive Moving Average (ARMA) Model
- ARMA - Defining an ARMA model
- ARMA_CHECK - Check parameters' values for model stability
- ARMA_PARAM - Values of the Model's Parameters
- ARMA_GUESS - Initial Values (Guess) for Model's Parameters
- ARMA_CALIBRATE - Optimal Values for Model's Parameters
- ARMA_ERRORS - Estimated Errors of the Parameters values
- ARMA_GOF - Goodness of fit of an ARMA Model
- ARMA_LLF - Log Likelihood Function of an ARMA Model
- ARMA_AIC - Akaike's Information Criterion (AIC) of an ARMA Model
- ARMA_FIT - ARMA Model Fitted Values
- ARMA_MEAN - ARMA fitted values of conditional mean
- ARMA_VOL - ARMA fitted values of conditional volatility
- ARMA_RESID - ARMA fitted values of standardized residuals
- ARMA_FORE - Forecasting for ARMA Model
- ARMA_FORECI - Forecasting confidence interval of ARMA Model
- ARMA_FORESD - Forecasting Error of ARMA Model
- ARMA_SIM - Simulated values of an ARMA Model
- Autoregressive Integrated Moving Average (ARIMA) Model
- ARIMA - Defining an ARIMA Model
- ARIMA_CHECK - Check parameters' values for model stability
- ARIMA_PARAM - Values of the Model's Parameters
- ARIMA_GOF - Goodness of fit of an ARIMA Model
- ARIMA_FIT - ARIMA Model Fitted Values
- ARIMA_FORE - Forecasting for ARIMA Model
- ARIMA_SIM - Simulated Values of an ARIMA Model
- Seasonal Autoregressive Integrated Moving Average (SARIMA) Model
- SARIMA - SARIMA Model Definition
- SARIMA_CHECK - Check parameters' values for model stability
- SARIMA_PARAM - Values of the Model's Parameters