IMSL C# Numerical Library

ARMAMaxLikelihood.SetMA Method 

Sets the initial values for the moving average terms to the q values in ma.

public void SetMA(
   double[] ma
);

Parameters

ma
A double array of length q containing the initial values for the moving average 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