time series question

["Leeds, Mark" <mleeds@mlp.com>]

I have a data series where

I want to model it is an arima(0,1,1)

with a known/given MA parameter and

all I want to do is estimate the variance

of epsilon.

 

Does anyone know if there is

a way to do this in Splus or

SplusFinmetrics ? Thanks.

 

                                    Mark