Likelihood Property

The final estimate for $-2\ln(L)$ , where is equal to the likelihood function evaluated using the final parameter estimates.

public double Likelihood {get;}

A double scalar equal to the log likelihood function, $-2\ln(L)$ .

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.

ARMAMaxLikelihood.Likelihood Property