Description: To estimate the parameters of ARMA(ip,iq) model and
estimate the PSD
First using the Cholesky decomposition method to solve eq(12.8.5)
to find AR model s parameters, this is finished by calling
subroutine MCHOLSK . Then call subroutine MARYUWA in twice to find
MA s parameters, this is done as same as subroutine MMAYUWA.
To Search:
File list (Check if you may need any files):
Arma
....\.deps
....\.....\Arma.Po
....\.....\main.Po
....\.....\main.Tpo
....\.DS_Store
....\aclocal.m4
....\Arma.cpp
....\Arma.h
....\autom4te.cache
....\..............\output.0
....\..............\output.1
....\..............\requests
....\..............\traces.0
....\..............\traces.1
....\autoscan.log
....\config.log
....\config.status
....\configure
....\configure.in
....\depcomp
....\install-sh
....\main.cpp
....\Makefile
....\Makefile.am
....\Makefile.in
....\missing
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