IMSL C# Numerical Library

ARMAEstimateMissing.Maxlag Property

The maximum number of autoregressive lags when method AR_p is selected as the missing value estimation method.

public int Maxlag {get; set;}

Property Value

An int scalar value equal to the maximum number of autoregressive lags. Maxlag must be greater than z.Length-5. By default Maxlag=10.

See Also

ARMAEstimateMissing Class | Imsl.Stat Namespace