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New in Mathematica 10 › Expanded Time Series Processes ›

Use Spectral Estimator to Find FARIMA Parameters 

Parameters of the autoregressive fractionally integrated moving-average process FARIMAProcess, including the integration order, can now be estimated for both scalar-valued and vector-valued processes.

The yearly flow minima of the Nile from 622 AD to 1284 AD.

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Centralize the data and fit a FARIMA process.

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Forecast the next 100 years and adjust for the mean level of the original data.

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