Introduction - If you have any usage issues, please Google them yourself
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.