Public Instance Constructors
ARMA Constructor
|
Constructor for ARMA. |
Public Instance Properties
 BackwardOrigin | The maximum backward origin. |
| Center | The center option. |
| Confidence | The confidence level for calculating confidence limit deviations returned from GetDeviations. |
| Constant | The constant parameter estimate. |
| ConvergenceTolerance | The tolerance level used to determine convergence of the nonlinear least-squares algorithm. |
| InnovationVariance | The variance of the random shock. |
| MaxIterations | The maximum number of iterations. |
| Mean | An update of the mean of the time series z. |
| MeanEstimate | Obsolete. An update of the mean of the time series z. |
| Method | The method used to estimate the autoregressive and moving average parameters estimates. |
| RelativeError | The stopping criterion for use in the nonlinear equation solver. |
| SSResidual | The sum of squares of the random shock. |
| Variance | The variance of the time series z. |
Public Instance Methods
| Compute | Computes least-square estimates of parameters for an ARMA model. |
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| Forecast | Computes forecasts and their associated probability limits for an ARMA model. |
| GetAR | Returns the final autoregressive parameter estimates. |
| GetAutoCovariance | Returns the autocovariances of the time series z. |
| GetDeviations | Returns the deviations for each forecast used for calculating the forecast confidence limits. |
| GetForecast | Returns forecasts |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetMA | Returns the final moving average parameter estimates. |
| GetNumberOfBackcasts | Returns the number of backcasts used to calculate the AR coefficients for the time series z. |
| GetParamEstimatesCovariance | Returns the covariances of parameter estimates. |
| GetPsiWeights | Returns the psi weights of the infinite order moving average form of the model. |
| GetResidual | Returns the residuals at the final parameter estimate. |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| SetARLags | The order of the autoregressive parameters. |
| SetARMAInfo | Sets the ARMAInfo object to previously determined values |
| SetBackcasting | Sets backcasting option. |
| SetInitialAREstimates | Sets preliminary autoregressive estimates. |
| SetInitialEstimates | Sets preliminary estimates. |
| SetInitialMAEstimates | Sets preliminary moving average estimates. |
| SetMALags | Sets the order of the moving average parameters. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
ARMA Class | Imsl.Stat Namespace | Example 1 | Example 2 | Example 3