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GAMS Classification for the NAG Library
NAG Library Manual

L10a2d2 : Parameter estimation

G13AEF    Univariate time series, estimation, seasonal ARIMA model (comprehensive)
G13AFF    Univariate time series, estimation, seasonal ARIMA model (easy-to-use)
G13ASF    Univariate time series, diagnostic checking of residuals, following G13AEF or G13AFF
G13BEF    Multivariate time series, estimation of multi-input model

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GAMS Classification for the NAG Library
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© The Numerical Algorithms Group Ltd, Oxford UK. 2013