IMSL C# Numerical Library

ARMAMaxLikelihood.Constant Property

The constant parameter in the ARMA series.

public double Constant {get; set;}

Property Value

A double scalar containing the constant term in the ARMA model.

Remarks

By default, the constant term is initially estimated using ARMA method of moments estimation.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace