To estimate the parameters of ARMA(ip,iq) model and

estimate the PSD

First using the Cholesky decomposition method to solve eq(12.8.5)

to find AR model s parameters, this is finished by calling

subroutine MCHOLSK . Then call subroutine MARYUWA in twice to find

MA s parameters, this is done as same as subroutine MMAYUWA.-To estimate the parameters of ARMA(ip,iq) model and

estimate the PSD

First using the Cholesky decomposition　method to solve eq(12.8.5)

to find AR model s parameters, this is finished by calling

subroutine MCHOLSK . Then call subroutine MARYUWA in twice to find

MA s parameters, this is done as same as subroutine MMAYUWA.