Technical support is provided directly through the developer.
It is primarily designed for the analysis and estimation of ARMA, VARX processes, state space models, fractional processes and structural models. To study these models, special tools have been developed like procedures for simulation, spectral analysis, Hankel matrices, etc. Estimation is based on the Maximum Likelihood principle and linear restrictions may be easily imposed. For time invariant SSM, three additional procedures permit computing initial conditions, forecasting processes and solving the algebraic Riccati equation. Data windowing can be done in the frequency domain.