The method used for estimating the final autoregressive coefficients for missing value estimation methods AR_1
and AR_p
.
An ARAutoUnivariate.ParamEstimation
scalar specifying the method used to estimate the autoregressive coefficients. Valid methods are MethodOfMoments
, LeastSquares
, and MaxLikelihood
.
By default, EstimationMethod=ARAutoUnivariate.ParamEstimation.LeastSquares
.
ARMAEstimateMissing Class | Imsl.Stat Namespace