IMSL C# Numerical Library

ARMAEstimateMissing.MaxIterations Property

The maximum number of estimation iterations for missing value estimation methods AR_1 and AR_p.

public int MaxIterations {get; set;}

Property Value

An int specifying the maximum number of iterations for the maximum likelihood estimation.

Remarks

If this limit is exceeded ARMAEstimateMissing stops execution during the Compute method and issues an Imsl.Stat.IterationLimitExceededException. By default, MaxIterations=200.

See Also

ARMAEstimateMissing Class | Imsl.Stat Namespace