You are here: Symbol Reference > StatTimeSerAnalysis Namespace > Functions > StatTimeSerAnalysis.ARMALogLike Function
Stats Master VCL
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Example
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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