The relative error used for the MethodOfMoments and LeastSquares estimation methods.

Property Value

A double scalar containing the stopping criterion for use in the nonlinear equation solver used in both the method of moments and least-squares algorithm.

Remarks

By default, RelativeError = 100 * 2.2204460492503131e-16.

See Also

ARMAEstimateMissing Class | Imsl.Stat Namespace

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