Public Instance Constructors
ARMAEstimateMissing Constructor
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Constructor for ARMAEstimateMissing. |
Public Instance Properties
 ConvergenceTolerance | The covergence tolerance used by the AR_1 and AR_p missing value estimation methods. |
| EstimationMethod | The method used for estimating the final autoregressive coefficients for missing value estimation methods AR_1 and AR_p. |
| MaxIterations | The maximum number of estimation iterations for missing value estimation methods AR_1 and AR_p. |
| Maxlag | The maximum number of autoregressive lags when method AR_p is selected as the missing value estimation method. |
| Mean | The mean value used to center the series. |
| MissingValueMethod | The current missing value estimation method. |
| NumberMissing | The number of missing values in the original series |
| RelativeError | The relative error used for the MethodOfMoments and LeastSquares estimation methods. |
Public Instance Methods
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| GetCompleteTimes | Returns an int array of all time points, including values for times with missing values in z. |
| GetCompleteTimeSeries | Returns a double precision vector of length tpoints[tpoints.Length-1]-tpoints[0]+1 containing the observed values in the time series z plus estimates for missing values in gaps identified in tpoints. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetMissingTimes | Returns the times at which missing values were estimated. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
ARMAEstimateMissing Class | Imsl.Stat Namespace | Example