TS_MAX_ARMA_LIKELIHOOD Function [Time Series]

Calculates the exact maximum likelihood estimation of the parameters in a univariate ARMA (autoregressive moving average) time series model, and returns likelihood value (ln) for the fitted model.

Syntax

TS_MAX_ARMA_LIKELIHOOD (timeseries_expression)
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.