IMSL C# Numerical Library

ARAutoUnivariate Constructor 

ARAutoUnivariate constructor.

public ARAutoUnivariate(
   int maxlag,
   double[] z
);

Parameters

maxlag
An int scalar specifying the maximum number of autoregressive lags to evaluate.
z
A double array containing the time series.

See Also

ARAutoUnivariate Class | Imsl.Stat Namespace