IMSL C# Numerical Library

ARMAMaxLikelihood.SetAR Method 

Sets the initial values for the autoregressive terms to the p values in ar.

public void SetAR(
   double[] ar
);

Parameters

ar
An input double array of length p containing the initial values for the autoregressive terms. If this method is not called, initial values are computed by method of moments in the ARMA class.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace