Time Series Analysis and Examples

Syntax

CALL FARMACOV( cov, d <, phi, theta, sigma, p, q, lag>);

CALL FARMAFIT( d, phi, theta, sigma, series <, p, q, opt>);

CALL FARMALIK( lnl, series, d <, phi, theta, sigma, p, q, opt>);

CALL FARMASIM( series, d <, phi, theta, mu, sigma, n, p, q, initial, seed>);

CALL FDIF( out, series, d);