Supplement 1. MATLAB and R code for performing ARMA(p,q) model fitting.

File List ARMApqREMLfunct.m -- Matlab code for the ARMA likelihood function for REML and ML estimation ARMApq_ME_REMLfunct.m -- Matlab code for the ARMA likelihood function for pseudo-REML and pseudo_ML estimation ARMApqREMLfunct_R.txt -- R code for the ARMA likelihood function for REML and ML estimation Description The ARMApqREMLfunct.m matlab program gives the negative log likelihood function and restricted likelihood function for an ARMA(<i>p</i>,<i>q</i>) model that can be used with a minimization program such as fminsearch.m. The ARMApqREMLfunct.m matlab program similarly gives the negative log likelihood function and restricted likelihood function for an ARMA(<i>p</i>,<i>q</i>) model for pseudo-ML and pseudo-REML estimation in which the standard error of the estimates is provided by the user. ARMApqREMLfunct_R.txt gives a version of ARMApqREMLfunct.m translated from matlab into R. The derivations of the code are given in Appendix A.