RainbowStats™ · Time-series commands
ARMA
Fit the existing explicit ARMA specification.
Syntax
ARMA(series,p,q)Example or template
a=ARMA(LOGDIFF(INDPRO),1,1)
EXTRACT(a,"residuals")Details
Builds order array [p,0,q,0,0,0,1] and calls ArimaOperatorPanel(series,command,orders). Integer orders use the original literal-number parser. Nonseasonal orders must be 0..10.
Uppercase model/matrix placeholders in examples are variables you supply. Extracts can trigger estimation or rendering. Inspect residuals and model assumptions before interpreting forecasts or shock paths.
Available extracts
Save the command result in a variable, then use EXTRACT(result, "key"). Availability can depend on the input form and fitted model.
residualsfittedforecastautocorrelationmodeltextslideshow
In indexed patterns such as beta:n, replace n with the required index.