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| Autocorrelation Analysis |
| Application obtains the autocorrelation structure of a given time series, and also differences data on demand. Autocorrelation analysis is required for the proper identification of autoregressive and/or moving average processes (ARIMA). |
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| Model Identification |
| Application calculates autoregressive and/or moving average parameter estimates for an ARMA(p, q) process together with an estimate of the residual variance. |