TS_ARMA_MA function [Time Series]

Function

Calculates the least-square estimates of parameters for an autoregressive moving average (ARMA) model, and returns the requested moving average estimate.

Syntax

TS_ARMA_MA (timeseries_expression, ma_count, ma_elem, method)

OVER (window-spec)

This function is available only with RAP – The Trading Edition Enterprise. See the Time Series Guide for detailed information on this function.