ARIMA

G13ADF   Univariate time series, preliminary estimation, seasonal ARIMA model
G13AEF   Univariate time series, estimation, seasonal ARIMA model (comprehensive)
G13AFF   Univariate time series, estimation, seasonal ARIMA model (easy-to-use)
G13AJF   Univariate time series, state set and forecasts, from fully specified seasonal ARIMA model
G13BAF   Multivariate time series, filtering (pre-whitening) by an ARIMA model

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© The Numerical Algorithms Group Ltd, Oxford UK. 2001