The number of values in the initial part of the series lost to differencing.
An int containing the number of values in the initial part of the series lost to differencing. These lost values will be set to missing or dropped in the transformed series, depending upon the setting for exclude.
| 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. |
ARSeasonalFit Class | Imsl.Stat Namespace