IMSL C# Numerical Library

ARMAEstimateMissing.MissingValueEstimation Enumeration

Missing value estimation methods.

public enum ARMAEstimateMissing.MissingValueEstimation

Members

Member Name Description
Median Indicates that missing values should be estimated using the median of the values just before and after the missing value gap.
CubicSpline Indicates that missing values should be estimated using cublic spline interpolation.
AR_1 Indicates that missing values should be estimated using an autoregressive time series with 1 lag.
AR_p Indicates that missing values should be estimated using an autoregressive time series with a maximum lag of Maxlag. By default Maxlag=10, but this can be changed using the Maxlag property.

Requirements

Namespace: Imsl.Stat

Assembly: ImslCS (in ImslCS.dll)

See Also

Imsl.Stat Namespace