Time Series Analysis and Examples :: SAS/IML(R) 9.22 User's Guide

Time Series Analysis and Examples

Syntax

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

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

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

CALL VNORMAL (series, mu, sigma, n <, seed>) ;

CALL VTSROOT root, phi, theta <, p, q>) ;