ARMAMaxLikelihoodCompute Method |
Computes the exact maximum likelihood estimates for the autoregressive
and moving average parameters of an ARMA time series.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax member Compute : unit -> unit
Exceptions Exception | Condition |
---|
NonStationaryException | is thrown if
the final maximum likelihood estimates for the time series are
nonstationary.
|
NonInvertibleException | is thrown if
the final maximum likelihood estimates for the time series are noninvertible.
|
InitialMAException | is thrown if the initial values provided
for the moving average terms using SetMA are
noninvertible. In this case, ARMAMaxLikelihood
terminates and does not compute the time series
estimates.
|
See Also