The maximum backward origin used in calculating the forecasts.
An int
scalar containing the maximum backward origin.
BackwardOrigin
must be greater than or equal to 0 and less than or equal to z.Length -
p, where p is the optimum number of AR coefficients determined by ARAutoUnivariate
. The forecasted values returned will be z.Length - BackwardOrigin
through z.Length
. By default, BackwardOrigin = 0
.
ARAutoUnivariate Class | Imsl.Stat Namespace