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ARMABackwardOrigin Property
The maximum backward origin.

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

Property Value

Type: Int32
An int specifying the maximum backward origin.
Remarks

BackwardOrigin must be greater than or equal to 0 and less than or equal to z.Length - max(maxar, maxma), where maxar = max(ARLags[i]), maxma = max(MALags[j]), and forecasts at origins z.Length - BackwardOrigin through z.Length are generated. By default, BackwardOrigin = 0.

See Also