IMSL C# Numerical Library

ARMA.MeanEstimate Property

NOTE: This property is now obsolete.

This is a deprecated property. Use Mean instead.


An update of the mean of the time series z.

public double MeanEstimate {get; set;}

Property Value

A double scalar containing the mean of the time series z.

Remarks

If the time series is not centered about its mean, and the least-squares algorithm is used, the mean is not used in parameter estimation. Note that the Compute method must be invoked first before invoking this method. Otherwise, the return value is 0.

See Also

ARMA Class | Imsl.Stat Namespace