Summary
ARMA model one-step ahead predictors.
Unit
StatTimeSerAnalysis
Declaration
Procedure ARMAPredictors(Data: TVec; Phi, Theta: TVec; Predictors: TVec; r: TVec);
Description
Calculate the ARMA (p,q) model one-step ahead predictors.
Categories
ARMA and ARIMA routines| Copyright 2008 Dew Research |
http://www.dewresearch.com