IMSL C# Numerical Library

ARSeasonalFit Constructor 

Constructor for ARSeasonalFit.

public ARSeasonalFit(
   int maxlag,
   int[,] SInitial,
   double[] z
);

Parameters

maxlag
An int scalar specifying the maximum lag allowed when fitting an AR(p) model.
SInitial
An int matrix where each row represents seasonal differences to evaluate. The number of columns in SInitial represent the number of differences to perform. All values of SInitial must be greater than zero.
z
A double array containing the time series.

See Also

ARSeasonalFit Class | Imsl.Stat Namespace