//
//arma command. 
//
//This command is used for arma modeling that is binded  AR(Auto Regression) and MA(Moving Average Model)
//

//Syntax 
arma data/
(options)
;

//Options
ar:xx     //Auto regression degree(default 5).
ma:yy     //Moving average degree(default 5).
predict=xx   //xx is predicting period using fourie transform(default 0).

//Example 
get stockdata.csv@;
plot line data1;




if(# > 229) delrec //This wave has 250 steps,and 229 steps are trainning step. 
put train;

//use tmtrend command for fitting 229 step and predicting 21 step using 4 degree spline.
get train;
tmtrend data1/
dim=4
period=21
;
anaput traintrend;

get traintrend;
plot line data1 data1_T dataTC;
//data1 is original wave;
//data1_T is the spline curve fitting orignal wave;
//data1TC is different value meaning data1 - data_T.




//using fourie transform for steady long priod fitting with cuting higher frequency.
fourie data1TC/
method=fft
kind=trans
predict=21
;
anaput freqData;
plot line data1TC/
color=blue
;



//Cuting 30 higher frequency to get long period curve 
get freqdata;
  if(# >= 30) data1TC=0;
put cutData;

//Reverse fourie transform to get long period curve.
get cutData;
fourie data1TC/
kind=rev
;
anaput cutWave;
get cutWave;

//rename logn frequency curve.
attr name rename/
data1TC data1FR
;
plot line data1FR;



//ploting long period curve to difference value of data1 and trend.
merge trainTrend by #;
plot line data1 data1_T data1TC data1FR;
put data1FRQ; 
//In the Figuer data1FR curve is long period curve for fitting difference value.




//Get residual value of actual data and trend curve + long period curve.
get data1FRQ;
  if(# > 229) delrec;
  data1Zan=data1-data1_T-data1FR;
put data1Zan;
//Usage arma model for residual curve.
get data1Zan;
arma data1Zan/
ar=5
ma=5
predict=21
;
anaput armaWave;

//Rename arma model curve.
get armaWave;
attr name rename/
data1Zan data1arma
;
plot line data1arma;
merge data1FRQ by #;

//Composing trend curve + long period curve + arma curve
data1Comp=data1_T+data1FR+data1arma;
put data1Comp;
//To compare actual curve, merge acutal cuve.
merge stockdata.csv@ by #;

//Comparison predict period of actual curve with trend+fourie+arma model
plot line data1 data1Comp;



put data1Predict;