Parameters 

Description 

[In] TVec Data 

Zero-mean time series. If this is not the case, subtract the mean from data. 

[In] TVec Phi 

Returns estimates for phi coefficients phi[1]..phi[p]. AR(p) order is determined by Phi length. 

[In] TVec Theta 

Returns estimates for theta coefficients theta[1]..theta[q]. MA(q) order is determined by Theta length. 

out double Sigma2 

Returns estimate for Sigma^2 i.e. MA model variance. 

[In] TVec PhiSE 

If not nil, returns estimated phi coefficients standard errors. 

[In] TVec ThetaSE 

If not nil, returns estimated phi coefficients standard errors. 

int MaxLags 

Defines maximum lag used in calculation of ACVF. If MaxLags is -1 then the following formula will be used to automatically set lag number:
Ceil(10*Log10(Data.Length)).