[web:reg] arma add-in 1.0



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.


About [web:reg] arma add-in

[web:reg] arma add-in is a free software published in the Math & Scientific Tools list of programs, part of Business.

This Math & Scientific Tools program is available in English. It was last updated on 27 March, 2024. [web:reg] arma add-in is compatible with the following operating systems: Linux, Other, Unix, Windows.

The company that develops [web:reg] arma add-in is [web:reg]. The latest version released by its developer is 1.0. This version was rated by 1 users of our site and has an average rating of 4.0.

The download we have available for [web:reg] arma add-in has a file size of . Just click the green Download button above to start the downloading process. The program is listed on our website since 2005-12-19 and was downloaded 288 times. We have already checked if the download link is safe, however for your own protection we recommend that you scan the downloaded software with your antivirus. Your antivirus may detect the [web:reg] arma add-in as malware if the download link is broken.

How to install [web:reg] arma add-in on your Windows device:

  • Click on the Download button on our website. This will start the download from the website of the developer.
  • Once the [web:reg] arma add-in is downloaded click on it to start the setup process (assuming you are on a desktop computer).
  • When the installation is finished you should be able to see and run the program.



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Users Rating:  
  4.0/5     1
Downloads: 288
Updated At: 2024-03-27
Publisher: [web:reg]
Operating System: Linux, Other, Unix, Windows
License Type: Free