IMSL C# Numerical Library

ARSeasonalFit.AROrder Property

The optimum number of lags, p, for the optimum autoregressive AR(p) model. This is the value of p for the transformed series, W_t.

public int AROrder {get;}

Property Value

An int containing the optimum number of lags in the autoregressive model used to fit the transformed series W_t.

See Also

ARSeasonalFit Class | Imsl.Stat Namespace