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GAMS Classification for the NAG Library
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L10a2d : ARMA and ARIMA models (including Box--Jenkins methods)

L10a2d1:  Model identification  (1 routine)
L10a2d2:  Parameter estimation  (4 routines)
L10a2d3:  Forecasting  (4 routines)

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© The Numerical Algorithms Group Ltd, Oxford UK. 2013