IMSL C# Numerical Library

ARMA.ParamEstimation Enumeration

Parameter Estimation procedures.

public enum ARMA.ParamEstimation

Members

Member Name Description
MethodOfMoments Indicates autoregressive and moving average parameters are estimated by a method of moments procedure.
LeastSquares Indicates autoregressive and moving average parameters are estimated by a least-squares procedure.

Requirements

Namespace: Imsl.Stat

Assembly: ImslCS (in ImslCS.dll)

See Also

Imsl.Stat Namespace