Uses MtxExpr, StatTimeSerAnalysis, Math387; procedure Example; var phi,theta, ts: Vector; l: double; begin ts.LoadFromFile('ts_data.vec'); phi.SetIt(false,[0.33,-0.24]); theta.SetIt(false,[0.9]); // ARMA(2,1,2) process -> evaluate -2log likelihood l := ARMALogLike(ts,phi,theta); end;
#include "MtxExpr.hpp" #include "Math387.hpp" #include "StatTimeSerAnalysis.hpp" void __fastcall Example(); { sVector phi,theta,ts; ts.Size(100); ts.RandGauss(); phi.SetIt(false,OPENARRAY(double,(0.33,-0.24))); theta.SetIt(false,OPENARRAY(double,(0.9))); // ARMA(2,1,2) process -> evaluate -2log likelihood double l = ARMALogLike(ts,phi,theta); }
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