IMSL C# Numerical Library

ARMAEstimateMissing.EstimationMethod Property

The method used for estimating the final autoregressive coefficients for missing value estimation methods AR_1 and AR_p.

public ARAutoUnivariate.ParamEstimation EstimationMethod {get; set;}

Property Value

An ARAutoUnivariate.ParamEstimation scalar specifying the method used to estimate the autoregressive coefficients. Valid methods are MethodOfMoments, LeastSquares, and MaxLikelihood.

Remarks

By default, EstimationMethod=ARAutoUnivariate.ParamEstimation.LeastSquares.

See Also

ARMAEstimateMissing Class | Imsl.Stat Namespace