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