TS_MAX_ARMA_AR 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 autoregressive estimate.

Syntax

TS_MAX_ARMA_AR (timeseries_expression, ar_count, ar_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.