TS_ARMA_AR Function [Time Series]

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

Syntax

TS_ARMA_AR (timeseries_expression, ar_count, ar_elem, 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.