Dear Prof. M.T.Shakeri,
Numerical Recipes has some discussion of ARMA models in the section on
Maximum Entropy Estimation. Their code is now available in an F90
version at their website at http://www.nr.com.
Sincerely,
Travis
- Travis D. Nesmith
Bureau of Labor Statistics
Division of Price and Index Number Research
2 Massachusetts Ave., NE
Room 3105
Washington, DC 20212
Voice (202) 606-6579 extension 597
Fax (202) 606-6853
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