ARMA Analysis
This reference manual section covers NumXL's ARMA-family model functions, including parameter validation and calibration, sample data fitting, goodness-of-fit measures, residual diagnosis, model-based forecasts, and simulation.
- 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 the 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