ARMAMaxLikelihood.Compute Method

Computes the exact maximum likelihood estimates for the autoregressive and moving average parameters of an ARMA time series.

public void Compute();

Exception Type	Condition
NonStationaryException	is thrown if the final maximum likelihood estimates for the time series are nonstationary.
NonInvertibleException	is thrown if the final maximum likelihood estimates for the time series are noninvertible.
InitialMAException	is thrown if the initial values provided for the moving average terms using `SetMA` are noninvertible. In this case, `ARMAMaxLikelihood` terminates and does not compute the time series estimates.