Module DNSPE in IMSLS

General Information

Compute preliminary estimates of the autoregressive and moving average parameters of an ARMA model.

Usage

CALL DNSPE (NOBS, W, IPRINT, IMEAN, WMEAN, NPAR, NPMA, RELERR, MAXIT, CONST, PAR, PMA, AVAR)

Classification

L10a2d1

ARMA and ARIMA model identification

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Double Precision

Alternates

NSPE

Single Precision

Installation on ITL; Unix Workstation Network

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/dnspe

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/dnspe

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.