Returns a double precision vector of length tpoints[tpoints.Length-1]-tpoints[0]+1 containing the observed values in the time series z plus estimates for missing values in gaps identified in tpoints.
A double array of length tpoints[tpoints.Length-1]-tpoints[0]+1 containing the observed values in the time series z plus estimates for missing values in gaps identified in tpoints.
| Exception Type | Condition |
|---|---|
| SingularTriangularMatrixException | is thrown if the input matrix to ARAutoUnivariate is singular. This can only occur with estimation method AR_p. |
| MatrixSingularException | is thrown if the input matrix is singular. |
| TooManyCallsException | is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1. |
| IncreaseErrRelException | is thrown if the bound for the relative error is too small. |
| NewInitialGuessException | is thrown if the iteration has not made good progress. |
| IllConditionedException | is thrown if the problem is ill-conditioned. |
| TooManyIterationsException | is thrown if the maximum number of iterations is exceeded. |
| TooManyFunctionEvaluationsException | is thrown if the maximum number of function evaluations is exceeded. |
| TooManyJacobianEvalException | is thrown if the maximum number of Jacobian evaluations is exceeded. |
| NonStationaryException | is thrown if the final maximum likelihood estimates for the time series are nonstationary. |
ARMAEstimateMissing Class | Imsl.Stat Namespace