[web:reg] arma add-in 1.0


Free
711.20 KB
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Publisher Description



The parameter of an pure AR(p) model can be estimated by OLS. Estimation of MA(q) or ARMA(p,q) models (with q> 1) are non linear. [web:reg] ARMA Add-In estimates this models using the Levenberg-Marquardt algorithm. The derivates, which are needed for the estimation and the covariance matrix, are computed with numeric finite difference methods.

After estimation the Add-In displays the coefficient results (including std.error, t-statistic, p-value), summary statistics (R, Adjusted R, Standard Error of Regression, sum of squared residuals, log likelihood, Durbin Watson, Akaike information criteria (AIC), Schwarz criteria (SIC), inverted MA/AR roots, Impulse response function as well as forecast evolution.

[web:reg] arma add-in is a free software application from the Math & Scientific Tools subcategory, part of the Business category. The app is currently available in English and it was last updated on 2005-12-19. The program can be installed on Win95, Win98, WinME, WinNT 3.x, WinNT 4.x, Windows2000, WinXP, Windows2003, Unix, Linux.

[web:reg] arma add-in (version 1.0) has a file size of 711.20 KB and is available for download from our website. Just click the green Download button above to start. Until now the program was downloaded 187 times. We already checked that the download link to be safe, however for your own protection we recommend that you scan the downloaded software with your antivirus.

Program Details



General

 
Publisher [web:reg]
Released Date 2005-12-19
Languages English

Category

 
Category Business
Subcategory Math & Scientific Tools

System requirements

 
Operating systems linux, other, unix, windows

Download information

 
File size 711.20 KB
Total downloads 187

Pricing

 
License model Free
Price N/A

Version History



Here you can find the changelog of [web:reg] arma add-in since it was posted on our website on 2015-04-28. The latest version is 1.0 and it was updated on soft112.com on 2017-07-01. See below the changes in each version:

version 1.0

posted on 2005-12-19






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Release Date: 2005-12-19
Publisher: [web:reg]
Operating System: linux, other, unix, windows