IMSL C# Numerical Library

ARAutoUnivariate.EstimationMethod Property

The estimation method used for estimating the final estimates for the autoregressive coefficients.

public ARAutoUnivariate.ParamEstimation EstimationMethod {get; set;}

Property Value

A ParamEstimation specifying the method used to estimate the autoregressive parameters estimates.

Remarks

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.

See Also

ARAutoUnivariate Class | Imsl.Stat Namespace