[web:reg] arma add-in1.0 - Download
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Publisher Description
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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
This Math & Scientific Tools program is available in English. It was last updated on 29 September, 2026. [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.
The download we have available for [web:reg] arma add-in has a file size of N/A. 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 0 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.
Program Details
System requirements
Download information
Pricing
Version History
version 1.0
posted on 2005-12-19
Disclaimer
External Download
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