IMSL C# Numerical Library

ARMAEstimateMissing.MissingValueMethod Property

The current missing value estimation method.

public ARMAEstimateMissing.MissingValueEstimation MissingValueMethod {get; set;}

Property Value

A MissingValueEstimation representing the estimation method used for estimating the missing values in the time series. Available methods are Median, CubicSpline, AR_1 or AR_p.

Remarks

By default, MissingValueMethod=ARMAEstimateMissing.MissingValueEstimation.AR_p.

See Also

ARMAEstimateMissing Class | Imsl.Stat Namespace