L10a2d: ARMA and ARIMA models (including Box--Jenkins methods)
L10a2d1:
Model identification
(0 routines)
L10a2d2:
Parameter estimation
(2 routines)
L10a2d3:
Forecasting
(0 routines)
NAG C Library
GAMS Classification Index
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© The Numerical Algorithms Group Ltd, Oxford UK. 2002