ARMAMaxLikelihood Methods |
The ARMAMaxLikelihood type exposes the following members.
Name | Description | |
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Compute |
Computes the exact maximum likelihood estimates for the autoregressive
and moving average parameters of an ARMA time series.
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
Forecast |
Returns forecasts for lead times
at origins
z.Length-BackwardOrigin-1+j where
.
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GetAR |
Returns the final autoregressive parameter estimates.
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GetDeviations |
Returns the deviations for each forecast used for calculating the
forecast confidence limits.
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GetForecast |
Returns forecasts
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GetGradients |
Returns the gradients for the final parameter estimates.
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GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetMA |
Returns the final moving average parameter estimates.
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GetPsiWeights |
Returns the psi weights used for calculating forecasts from the infinite
order moving average form of the ARMA model.
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GetResiduals |
The current values of the vector of residuals.
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GetTimeSeries |
Returns the time series used to construct ARMAMaxLikelihood.
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GetType | Gets the Type of the current instance. (Inherited from Object.) | |
IsInvertible |
Tests whether the coefficients in ma are invertible.
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IsStationary |
Tests whether the coefficients in ar are stationary.
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MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
SetAR |
Sets the initial values for the autoregressive terms to the p
values in ar.
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SetMA |
Sets the initial values for the moving average terms to the q
values in ma.
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ToString | Returns a string that represents the current object. (Inherited from Object.) |