The estimation method used for estimating the final estimates for the autoregressive coefficients.
A ParamEstimation
specifying the method used to estimate the autoregressive parameters estimates.
ARAutoUnivariate.ParamEstimation |
Method Description |
---|---|
MethodOfMoments |
Autoregressive parameters are estimated by a method of moments procedure. |
LeastSquares |
Autoregressive parameters are estimated by a least-squares procedure |
MaxLikelihood |
Autoregressive parameters are estimated by a maximum likelihood procedure. |
By default, EstimationMethod
=
ARAutoUnivariate.ParamEstimation.LeastSquares.
ARAutoUnivariate Class | Imsl.Stat Namespace