IMSL C# Numerical Library

ARMA.SetInitialAREstimates Method 

Sets preliminary autoregressive estimates.

public void SetInitialAREstimates(
   double[] ar
);

Parameters

ar
A double array of length p containing preliminary estimates of the autoregressive parameters.

Remarks

ar and ma are computed internally if this method is not used. This method is only applicable using least-squares algorithm.

See Also

ARMA Class | Imsl.Stat Namespace