IMSL C# Numerical Library

ARMA Constructor

Constructor for ARMA.

public ARMA(
   int p,
   int q,
   double[] z
);

Parameters

p: An int scalar containing the number of autoregressive (AR) parameters.
q: An int scalar containing the number of moving average (MA) parameters.
z: A double array containing the observations.

Exceptions

Exception Type	Condition
ArgumentException	is thrown if `p`, `q`, and `z.Length` are not consistent.

See Also

ARMA Class | Imsl.Stat Namespace