Setting Up Autoregression and Moving Average Parameters

To set up parameters of autoregression or moving average (ARMA) coefficients estimation, use the Parameters of ARMA Estimation side panel tab. The tab is displayed if the ARMA order is specified for the method.

NOTE. The ARMA estimation parameters setup is available only in the desktop application.

To display the tab

Parameters of ARMA estimation:

Calculation Accuracy. Specify model calculations accuracy. Minimum value: 0.00001; default value: 0.0001.
Maximum Number of Iterations. Specify the maximum number of iterations for getting the ARMA coefficient estimations. A great number of iterations gives the highest calculation accuracy but it takes more time.
Minimum value is 1, default value is 500.
Estimation Method. Select the ARMA coefficient estimation method in the drop-down list.