The maximum backward origin.

Property Value

An int specifying the maximum backward origin.

Remarks

BackwardOrigin must be greater than or equal to 0 and less than or equal to z.Length - max(maxar, maxma), where maxar = max(ARLags[i]), maxma = max(MALags[j]), and forecasts at origins z.Length - BackwardOrigin through z.Length are generated. By default, BackwardOrigin = 0.

See Also

ARMA Class | Imsl.Stat Namespace

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