ARAutoUnivariateLikelihood Property |
The final estimate for
,
where
p is the AR order, AIC is the value of Akaike's
Information Criterion, and
L is the likelihood function
evaluated for the optimum autoregressive model.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double Likelihood { get; }
Public ReadOnly Property Likelihood As Double
Get
public:
property double Likelihood {
double get ();
}
member Likelihood : float with get
Property Value
Type:
Double
A
double scalar equal to the estimate for the
.
Exceptions Remarks If MaximumLikelihood is chosen as the EstimationMethod,
the exact likelihood evaluated for the optimum autoregressive
model will be returned instead. Otherwise it is calculated using the
approximation to the AIC.
See Also