IMSL_ARMA: Computes least-squares or method-of-moments estimates of parameters and optionally computes forecasts and their associated probability limits.
IMSL_AUTOCORRELATION: Sample autocorrelation function.
IMSL_BOXCOXTRANS: Perform a Box-Cox transformation.
IMSL_DIFFERENCE: Performs differencing on a time series.
IMSL_GARCH: Compute estimates of the parameters of a GARCH(p,q) model.
IMSL_KALMAN: Performs Kalman filtering and evaluates the likelihood function for the statespace model.
IMSL_LACK_OF_FIT: Lack-of-fit test based on the correlation function.
IMSL_PARTIAL_AC: Sample partial autocorrelation function.