IMSL C# Numerical Library

ARMAMaxLikelihood.BackwardOrigin Property

The maximum backward origin.

public int BackwardOrigin {get; set;}

Property Value

An int scalar containing the maximum backward origin used in forecasting. BackwardOrigin must be greater than or equal to 0 and less than or equal to z.Length - Math.Max(p, q).

Remarks

By default, BackwardOrigin = 0.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace