Returns the final autoregressive parameter estimates at the optimum in the transformed series 
.
public double[] GetAR();
Return Value
A double array containing the estimates for the autoregressive parameters.
Exceptions
| Exception Type | Condition |
|---|---|
| MatrixSingularException | is thrown if the input matrix is singular. |
| TooManyCallsException | is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1. |
| IncreaseErrRelException | is thrown if the bound for the relative error is too small. |
| NewInitialGuessException | is thrown if the iteration has not made good progress. |
| IllConditionedException | is thrown if the problem is ill-conditioned. |
| TooManyIterationsException | is thrown if the maximum number of iterations is exceeded. |
| TooManyFunctionEvaluationsException | is thrown if the maximum number of function evaluations is exceeded. |
| TooManyJacobianEvalException | is thrown if the maximum number of Jacobian evaluations is exceeded. |
| NonStationaryException | is thrown if the final maximum likelihood estimates for the time series are nonstationary. |
| SingularTriangularMatrixException | is thrown if the input triangular matrix is singular. |
See Also
ARSeasonalFit Class | Imsl.Stat Namespace