ARMAsel for Irregular or Missing Data

Spectral and Autocorrelation Analysis with automatic selection from AR, MA and ARMA models

Accurate estimates of the autocorrelation function or the power spectrum can be obtained with a parametric model (AR, MA or ARMA). With automatic inference, not only the model parameters but also the model structure are determined from the given data. It is assumed that the ARMASA and the Automatic Spectral Analysis toolboxes are present.