Module DNSLSE in IMSLS

General Information

Compute least squares estimates of parameters for a nonseasonal ARMA model.

Usage

CALL DNSLSE (NOBS, W, IPRINT, IMEAN, WMEAN, NPAR, PAR, LAGAR, NPMA, PMA, LAGMA, MAXBC, TOLBC, TOLSS, CONST, COV, LDCOV, NA, A, AVAR)

Classification

L10a2d2

ARMA and ARIMA model parameter estimation

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Double Precision

Alternates

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation: cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/dnslse
Example: cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/dnslse
To Link: Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.