ARMAEstimateMissingEstimationMethod Property |
The method used for estimating the final autoregressive
coefficients for missing value estimation methods AR_1 and
AR_p.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public ARAutoUnivariateParamEstimation EstimationMethod { get; set; }
Public Property EstimationMethod As ARAutoUnivariateParamEstimation
Get
Set
public:
property ARAutoUnivariateParamEstimation EstimationMethod {
ARAutoUnivariateParamEstimation get ();
void set (ARAutoUnivariateParamEstimation value);
}
member EstimationMethod : ARAutoUnivariateParamEstimation with 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