User`s guide

6 Time Series Model Identification
What Are Time-Series Models?
A time series is one or m ore measured output channels with no measured
input.
You can estimate time-series spectra using both time- and frequency-domain
data. Time-series spectra describe tim e-s erie s variations using cy clic
components at different frequencies.
You can also estimate parametric autoregressive (AR), autoregressive and
moving average (ARMA), and state-space time-series models. For a definition
of these models, see “Definition of AR and ARMA Models” on page 6-7.
Note ARMA and state-space models are supported for time-domain data
only. Only single-output ARMA models are supported.
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