Parametric Modeling

LINREG
Performs linear regression of an output on upto 9 inputs.

ARMA
Simulates Auto-Regressive Moving-Average (ARMA) models.

ARMAX
Simulates ARMA models with an exogenous variable.

MODORD
Allows model order determination for AR and ARMA models.

PAREST
Computes the least-squares parameter estimates of specified AR, ARMA and ARMAX models from input-output data.

ARSIM
Simulates an AR, ARMA or ARMAX model using coefficients files generated by PAREST.

NARMAX
Simulates nonlinear difference equations of multinomial form involving up to three variables.

NAREST
Computes the least-squares parameter estimates of a NARMA (two variables) or NAR (one variable) model.

NARSIM
Simulates NARMA or NAR model using coefficient files generated by NAREST.