dtarma(timeslab) | R Documentation |
Calculate Exact ARMA MLE's
dtarma(x,alpha,beta,maxit=200,eps=.0001)
x |
Array containing the data to be used in the estimation 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 $(1<={tt{maxit}}<= 500)$ containing the maximum number of iterations in the optimization procedure. |
eps |
Real scalar containing the convergence criterion. |