Likelihood function of ARMA models

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From: Margarida Pereira-Leite
Date: Tue, 22 Oct 1991 18:05

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Would someone please send me references about the evaluation of the 
maximum likelihood function for autoregressive moving average models
(ARMA and ARMAX models). I would also like to know if there is any 
software available for the evaluation of this function that could
be used under IBM PC compatibles (MSDOS 3 or >) or SUN3, SUN4 machines.
In the case of a positive answer I would apreciate indications about
the way to get it.

Please mail answers to

        M.Pereira-Leite@newcastle.ac.uk

Thank you for your help!

Margarida

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From: marga@gilrain.newcastle.ac.uk (Margarida Pereira-Leite)
Newsgroups: misc.wanted,comp.sources.wanted,bit.listserv.stat-l,comp.ai
Subject: Likelihood function of ARMA models
Summary: Looking for references to evaluate the likelihood of ARMA models
Keywords: Likelihood function, ARMA models, ARMAX models
Message-ID: <1991Oct22.180513.10751@newcastle.ac.uk>
Date: 22 Oct 91 18:05:13 GMT
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Organization: Chemical & Process Engineering Dept, University of Newcastle, UK.
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