Scilab Function
Last update : 21/8/2006

c_AREG - Function to apply an autoregressive model or ARMA (1,1,1)

Calling Sequence

CALC = c_AREG(Param,MAXleadT,OBS)

Parameters

Description

WARNING : This function is written in C language and interfaced with SCILAB (HYDROGR.dll).

The model is an ARMA(1,1,1) with initialisation or errors at zero according to Box-Jenkins definition.

Examples

   Add here scilab instructions and comments
  

See Also

armax ,   arsimul ,  

Authors

Julien Lerat CEMAGREF Antony, HBAN Unit, julien.lerat@cemagref.fr

Bibliography

Box, G., Jenkins, M., Time.Series Analysis,Forecasting and Control, Prentice Hall,1970,592 pages,ISBN:0130607746