int __stdcall NDK_FARIMA_PARAM ( double *  pData,
size_t  nSize,
double *  mean,
double *  sigma,
double  nIntegral,
double *  phis,
size_t  p,
double *  thetas,
size_t  q,
WORD  retType,
size_t  maxIter 

Returns an array of cells for the initial (non-optimal), optimal or standard errors of the model's parameters.

status code of the operation
Return values
NDK_SUCCESS  Operation successful
NDK_FAILED  Operation unsuccessful. See Macros for full list.
[in] pData  is the univariate time series data (a one dimensional array).
[in] nSize  is the number of observations in pData.
[in,out] mean  is the ARMA model mean (i.e. mu).
[in,out] sigma  is the standard deviation of the model's residuals/innovations.
[in] nIntegral  is the model's integration order.
[in,out] phis  are the parameters of the AR(p) component model (starting with the lowest lag).
[in] p is the number of elements in phis (order of AR component)
[in,out] thetas  are the parameters of the MA(q) component model (starting with the lowest lag).
[in] q is the number of elements in thetas (order of MA component)
[in] retType  is a switch to select the type of value returned: 1= Quick Guess, 2=Calibrated, 3= Std. Errors
Order   Description
1 Quick guess (non-optimal) of parameters values (default)
2 Calibrated (optimal) values for the model's parameters
3 Standard error of the parameters' values
[in] maxIter  is the maximum number of iterations used to calibrate the model. If missing or less than 100, the default maximum of 100 is assumed.
  1. The underlying model is described here.
  2. The time series is homogeneous or equally spaced
  3. The time series may include missing values (e.g. NaN) at either end.
Header SFSDK.H

* Hamilton, J .D.; Time Series Analysis , Princeton University Press (1994), ISBN 0-691-04289-6
* Tsay, Ruey S.; Analysis of Financial Time Series John Wiley & SONS. (2005), ISBN 0-471-690740
* D. S.G. Pollock; Handbook of Time Series Analysis, Signal Processing, and Dynamics; Academic Press; Har/Cdr edition(Nov 17, 1999), ISBN: 125609906
* Box, Jenkins and Reisel; Time Series Analysis: Forecasting and Control; John Wiley & SONS.; 4th edition(Jun 30, 2008), ISBN: 470272848