IMSL C# Numerical Library

ARMA.SetARMAInfo Method 

Sets the ARMAInfo object to previously determined values

public void SetARMAInfo(
   double constant,
   double[] ar,
   double[] ma,
   double var
);

Parameters

constant
A double scalar equal to the constant term in the ARMA model.
ar
A double array of length p containing estimates of the autoregressive parameters.
ma
A double array of length q containing estimates of the moving average parameters.
var
A double scalar equal to the innovation variance

See Also

ARMA Class | Imsl.Stat Namespace