ARAutoUnivariate.Order Property

ARAutoUnivariateOrder Property

The order of the AR model selected with the minimum AIC.

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

Syntax

public int Order { get; }

Public ReadOnly Property Order As Integer
	Get

public:
property int Order {
	int get ();
}

member Order : int with get

Type: Int32
An int containing the optimum AR order selected by ARAutoUnivariate's minimum AIC selection.

Exceptions

Exception	Condition
MatrixSingularException	is thrown if the input matrix is singular.
TooManyCallsException	is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
IncreaseErrRelException	is thrown if the bound for the relative error is too small.
NewInitialGuessException	is thrown if the iteration has not made good progress.
IllConditionedException	is thrown if the problem is ill-conditioned.
TooManyIterationsException	is thrown if the maximum number of iterations is exceeded.
TooManyFunctionEvaluationsException	is thrown if the maximum number of function evaluations is exceeded.
TooManyJacobianEvalException	is thrown if the maximum number of Jacobian evaluations is exceeded.
SingularTriangularMatrixException	is thrown if the input triangular matrix is singular.
NonStationaryException	is thrown if the final maximum likelihood estimates for the time series are nonstationary.