Calculates the exact maximum likelihood estimation of the
parameters in a univariate ARMA (autoregressive moving average)
time series model, and returns likelihood value (ln) for the fitted
model.
Syntax
TS_MAX_ARMA_LIKELIHOOD (timeseries_expression)
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.