IMSL C# Numerical Library

ARSeasonalFit.Exclude Property

Controls whether to exclude or replace the intial values in the transformed series.

public bool Exclude {get; set;}

Property Value

A bool value that controls whether values in W_t that cannot be calculated are dropped or set to missing. Missing values are set to Double.NaN.

Remarks

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 W_t is equal to the length of the time series, z.Length. If Exclude is set to false, then intial values in the transformed series W_t that cannot be computed are removed. This makes the length of the transformed series W_t equal to z.Length-NLost where NLost is the number of lost values obtained from property NLost. By default, Exclude=true.

See Also

ARSeasonalFit Class | Imsl.Stat Namespace