dtarma(timeslab)R Documentation

Calculate Exact ARMA MLE's

Description

Calculate Exact ARMA MLE's

Usage

dtarma(x,alpha,beta,maxit=200,eps=.0001)

Arguments

x Array containing the data to be used in the estimation of the procedure.
alpha Array containing the starting value for the AR coefficients.
beta Array containing the starting value for the MA coefficients.
maxit Integer $(1<={tt{maxit}}<= 500)$ containing the maximum number of iterations in the optimization procedure.
eps Real scalar containing the convergence criterion.


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