TS_MAX_ARMA_AR function [Time Series]

Function

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

Syntax

TS_MAX_ARMA_AR (timeseries_expression, ar_count, ar_elem)

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.