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IDL Analyst Reference Guide: Functional List of IMSL Routines |
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See Time Series and Forecasting or select a link below.
IMSL_ARMA—Computes least-squares or method-of-moments estimates of parameters and optionally computes forecasts and their associated probability limits.
IMSL_DIFFERENCE—Performs differencing on a time series.
IMSL_BOXCOXTRANS—Perform a Box-Cox transformation.
IMSL_AUTOCORRELATION—Sample autocorrelation function.
IMSL_PARTIAL_AC—Sample partial autocorrelation function.
IMSL_LACK_OF_FIT—Lack-of-fit test based on the correlation function.
IMSL_GARCH—Compute estimates of the parameters of a GARCH(p,q) model.
IMSL_KALMAN—Performs Kalman filtering and evaluates the likelihood function for the statespace model.
IDL Online Help (March 06, 2007)