L10a2d: ARMA and ARIMA models (including Box--Jenkins methods)
L10a2d1:
Model identification
(1 routine)
L10a2d2:
Parameter estimation
(4 routines)
L10a2d3:
Forecasting
(3 routines)
Library Contents
GAMS Index
Up (L10a2)
Previous (L10a2c)
Next (L10a2e)
© The Numerical Algorithms Group Ltd, Oxford UK. 2001