The program LONGMEM is designed for simulation, model-fitting and prediction with ARIMA(p, d, q) processes, where −.5 < d <.5.
KeywordsCovariance Function Autocovariance Function ARMA Process Fourier Frequency Optimization Step Size
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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© Springer-Verlag New York, Inc. 1994