IMSL C# Numerical Library

ARMA.SetInitialEstimates Method 

Sets preliminary estimates.

public void SetInitialEstimates(
   double[] ar,
   double[] ma
);

Parameters

ar
A double array of length p containing preliminary estimates of the autoregressive parameters.
ma
A double array of length q containing preliminary estimates of the moving average 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