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Time Series and Forecasting (imsl.timeseries)

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General Considerations

Time Series and Forecasting (`imsl.timeseries`)¶

Usage Notes¶

Automatic ARIMA Selection¶

Functions

auto_arima(tpoints, series, orders[, ...]) Identify outliers in a multiplicative seasonal ARIMA model.

GARCH Models¶

Functions

garch(p, q, series, guess[, max_sigma]) Compute parameter estimates of a GARCH model.