TS_ARMA_MA Function [Time Series]

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

Syntax

TS_ARMA_MA (timeseries_expression, ma_count, ma_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.