Controls whether to exclude or replace the intial values in the transformed series.
A bool
value that controls whether values in that cannot be calculated are dropped or set to missing. Missing values are set to Double.NaN
.
If Exclude
is true
, then intial values in the transformed series that cannot be computed are set to missing, NaN
. This ensures that the length of the transformed series is equal to the length of the time series, z.Length
. If Exclude
is set to false
, then intial values in the transformed series that cannot be computed are removed. This makes the length of the transformed series equal to z.Length-NLost
where NLost
is the number of lost values obtained from property
NLost. By default, Exclude
=true
.
ARSeasonalFit Class | Imsl.Stat Namespace