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

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) ;