IMSL C# Numerical Library

ARMA.SetARLags Method 

The order of the autoregressive parameters.

public void SetARLags(
   int[] arLags
);

Parameters

arLags
An int array of length p containing the order of the autoregressive parameters.

Remarks

The elements of arLags must be greater than or equal to 1. By default, arLags = [1, 2, ..., p].

See Also

ARMA Class | Imsl.Stat Namespace