Returns the final auto regressive parameter estimates at the optimum AIC estimated by the original TIMSAC routine (UNIMAR).
A double array of length p containing the estimates for the autoregressive parameters.
These estimates vary depending upon the value of maxlag since its value changes the length of the series used to estimate these parameters. Use the GetAR method to obtain the best estimates from the estimation method specified by EstimationMethod calculated using the maximum number of available observations.
| Exception Type | Condition |
|---|---|
| MatrixSingularException | is thrown if the input matrix is singular. |
| TooManyCallsException | is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1. |
| IncreaseErrRelException | is thrown if the bound for the relative error is too small. |
| NewInitialGuessException | is thrown if the iteration has not made good progress. |
| IllConditionedException | is thrown if the problem is ill-conditioned. |
| TooManyIterationsException | is thrown if the maximum number of iterations is exceeded. |
| TooManyFunctionEvaluationsException | is thrown if the maximum number of function evaluations is exceeded. |
| TooManyJacobianEvalException | is thrown if the maximum number of Jacobian evaluations is exceeded. |
| SingularTriangularMatrixException | is thrown if the input triangular matrix is singular. |
| NonStationaryException | is thrown if the final maximum likelihood estimates for the time series are nonstationary. |
ARAutoUnivariate Class | Imsl.Stat Namespace