TS_ARMA_CONST Function [Time Series]

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

Syntax

TS_ARMA_CONST (timeseries_expression, method)
OVER (window-spec)
Note:

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