IMSL C# Numerical Library

ARMA.Method Property

The method used to estimate the autoregressive and moving average parameters estimates.

public ARMA.ParamEstimation Method {get; set;}

Property Value

A ParamEstimation specifying the method used to estimate the autoregressive and moving average parameters estimates.

Remarks

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.

See Also

ARMA Class | Imsl.Stat Namespace