ARMASetInitialEstimates Method |
Sets preliminary estimates.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public void SetInitialEstimates(
double[] ar,
double[] ma
)
Public Sub SetInitialEstimates (
ar As Double(),
ma As Double()
)
public:
void SetInitialEstimates(
array<double>^ ar,
array<double>^ ma
)
member SetInitialEstimates :
ar : float[] *
ma : float[] -> unit
Parameters
- ar
- Type: SystemDouble
A double array of length p containing preliminary
estimates of the autoregressive parameters.
- ma
- Type: SystemDouble
A double array of length q containing preliminary
estimates of the moving average parameters.
Remarks ar and ma are computed internally if this method is not
used. This method is only applicable using least-squares algorithm.
See Also