AutoARIMA Constructor

Constructor for AutoARIMA.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public AutoARIMA(
	int[] times,
	double[] x
)

Public Sub New ( 
	times As Integer(),
	x As Double()
)

public:
AutoARIMA(
	array<int>^ times, 
	array<double>^ x
)

new : 
        times : int[] * 
        x : float[] -> AutoARIMA

times: Type: SystemInt32
An int array of length nObs, where nObs is the number of observed time series values, containing the time points $t_1,\ldots,t_{\text{nObs}}$ at which the time series was observed. It is required that $t_1,\ldots,t_{\text{nObs}}$ are in strictly increasing order. Times for missing values are identified as non-incremental gaps in this series. A gap of missing values in x is assumed if the difference between two consecutive values is greater than 1, i.e. $t_{i+1}-t_i>1$ . The difference is the number of missing values in the gap.
x: Type: SystemDouble
A double array containing the observations $Y_1^\ast,Y_2^\ast,\ldots,Y_{\text{nObs}}^\ast$ at the times given in array times. This series can contain outliers and missing observations.