TS_MAX_ARMA_MA Function [Time Series]

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

Syntax

TS_MAX_ARMA_MA (timeseries_expression, ma_count, ma_elem)
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.