ARMASetBackcasting Method |
Sets backcasting option.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public void SetBackcasting(
int maxBackcast,
double tolerance
)
Public Sub SetBackcasting (
maxBackcast As Integer,
tolerance As Double
)
public:
void SetBackcasting(
int maxBackcast,
double tolerance
)
member SetBackcasting :
maxBackcast : int *
tolerance : float -> unit
Parameters
- maxBackcast
- Type: SystemInt32
An int scalar containing the maximum length of backcasting and
must be greater than or equal to 0. By default, maxBackcast = 10.
- tolerance
- Type: SystemDouble
A double scalar containing the tolerance level used to
determine convergence of the backcast algorithm. Typically,
tolerance is set to a fraction of an estimate of the standard
deviation of the time series. By default, tolerance = 0.01 *
standard deviation of z.
See Also