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ARMAEstimateMissingEstimationMethod Property
The method used for estimating the final autoregressive coefficients for missing value estimation methods AR_1 and AR_p.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public ARAutoUnivariateParamEstimation EstimationMethod { get; set; }

Property Value

Type: ARAutoUnivariateParamEstimation
An ARAutoUnivariate.ParamEstimation scalar specifying the method used to estimate the autoregressive coefficients. Valid methods are MethodOfMoments, LeastSquares, and MaxLikelihood.
Remarks
By default, EstimationMethod=ARAutoUnivariate.ParamEstimation.LeastSquares.
See Also