NAG Fortran Library Routine Document G13AFF
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چکیده
G13AFF is an easy-to-use version of G13AEF. It fits a seasonal autoregressive integrated moving average (ARIMA) model to an observed time series, using a nonlinear least-squares procedure incorporating backforecasting. Parameter estimates are obtained, together with appropriate standard errors. The residual series is returned, and information for use in forecasting the time series is produced for use in G13AGF and G13AHF.
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