The method used to estimate the autoregressive and moving average parameters estimates.
A ParamEstimation
specifying the method used to estimate the autoregressive and moving average parameters estimates.
If ARMA.ParamEstimation.MethodOfMoments
is specified, the autoregressive and moving average parameters are estimated by a method of moments procedure.
If ARMA.ParamEstimation.LeastSquares
is specified, the autoregressive and moving average parameters are estimated by a least-squares procedure. By default, Method = ARMA.ParamEstimation.MethodOfMoments
.
ARMA Class | Imsl.Stat Namespace