Public Instance Constructors
ARSeasonalFit Constructor
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Constructor for ARSeasonalFit. |
Public Instance Properties
 AIC | The final estimate for Akaike's Information Criterion (AIC) at the optimum. |
| AROrder | The optimum number of lags, p, for the optimum autoregressive AR(p) model. This is the value of p for the transformed series,  . |
| Center | The setting for centering the input time series. |
| Exclude | Controls whether to exclude or replace the intial values in the transformed series. |
| Maxlag | The maximum lag used to fit the AR(p) model. |
| NLost | The number of values in the initial part of the series lost to differencing. |
Public Instance Methods
| Compute | Computes the minimum AIC and optimum values for s and d based upon the candidates provided in SInitial and DInitial, and computes the values for the transformed series,  . |
| Equals (inherited from Object) | Determines whether the specified Object is equal to the current Object. |
| GetAR | Returns the final autoregressive parameter estimates at the optimum in the transformed series . |
| GetDInitial | Returns the candidate values for d to evaluate. |
| GetHashCode (inherited from Object) | Serves as a hash function for a particular type, suitable for use in hashing algorithms and data structures like a hash table. |
| GetOptimumD | Returns the optimum values for d selected among the candidates in DInitial. |
| GetOptimumS | Returns the optimum values for s selected among the candidates in SInitial. |
| GetSInitial | Returns the candidate values for s to evaluate. |
| GetTimeSeries | Returns the time series. |
| GetTransformedTimeSeries | Returns the transformed series, . |
| GetType (inherited from Object) | Gets the Type of the current instance. |
| SetDInitial | Sets the candidate values for selecting the optimum seasonal adjustment prior to calling the compute method. |
| ToString (inherited from Object) | Returns a String that represents the current Object. |
Protected Instance Methods
 Finalize (inherited from Object) | Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection. |
| MemberwiseClone (inherited from Object) | Creates a shallow copy of the current Object. |
See Also
ARSeasonalFit Class | Imsl.Stat Namespace | Example