ARMAMaxLikelihood.Likelihood Property

ARMAMaxLikelihoodLikelihood Property

The final estimate for $-2\ln(L)$ , where

is equal to the likelihood function evaluated using the final parameter estimates.

Namespace: Imsl.Stat
Assembly: 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

Type: Double
A double scalar equal to the log likelihood function, $-2\ln(L)$ .

Exceptions

Exception	Condition
NonStationaryException	is thrown if the final maximum likelihood estimates for the time series are nonstationary.
NonInvertibleException	is thrown if the final maximum likelihood estimates for the time series are noninvertible.
InitialMAException	is thrown if the initial values provided for the moving average terms using SetMA are noninvertible. In this case, ARMAMaxLikelihood terminates and does not compute the time series estimates.