Have a Question?
Phone: +1 (888) 427-9486
+1 (312) 324-0367
Fax: +1 (312) 238-9092
Contact Us
ARMA_ERRORS (Pro.)
Returns an array of cells for the estimated error/standard deviation of the model's parameters.
Syntax
ARMAi_ERRORS(X, Order, Model)
X
is the univariate time series data (a one dimensional array of cells (e.g. rows or columns)).
Order
is the time order of the data series (i.e. whether the first data point corresponds to the earliest or latest date (earliest date=1 (default), latest date=0)).
| Order | Description |
|---|---|
| 1 | ascending (the first data point corresponds to the earliest date) |
| 0 | descending (the first data point corresponds to the latest date) |
Model
is the ARMA model representation array (a one dimensional array of cells (e.g. rows or columns)) (see ARMA function).
Remarks
- The underlying model is described here.
- The time series is homogeneous or equally spaced.
- The time series may include missing values (e.g. #N/A) at either end.
References
- Hamilton, J .D.; Time Series Analysis
, Princeton University Press (1994), ISBN 0-691-04289-6 - Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
