

dtarma(timeslab)                             R Documentation

_C_a_l_c_u_l_a_t_e _E_x_a_c_t _A_R_M_A _M_L_E_'_s

_D_e_s_c_r_i_p_t_i_o_n_:

     Calculate Exact ARMA MLE's

_U_s_a_g_e_:

     dtarma(x,alpha,beta,maxit=200,eps=.0001)

_A_r_g_u_m_e_n_t_s_:

       x: Array containing the data to be used in the esti-
          mation of the procedure.

   alpha: Array containing the starting value for the AR
          coefficients.

    beta: Array containing the starting value for the MA
          coefficients.

   maxit: Integer $(1<={t{maxit}}<= 500)$ containing the
          maximum number of iterations in the optimization
          procedure.

     eps: Real scalar containing the convergence criterion.

