IMSL C# Numerical Library

ARSeasonalFit.NLost Property

The number of values in the initial part of the series lost to differencing.

public int NLost {get;}

Property Value

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.

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