AutoARIMA.Delta Property

AutoARIMADelta Property

The dampening effect parameter.

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

Syntax

public double Delta { get; set; }

Public Property Delta As Double
	Get
	Set

public:
property double Delta {
	double get ();
	void set (double value);
}

member Delta : float with get, set

Property Value

Type: Double
A double scalar, the dampening effect parameter used in the detection of a Temporary Change Outlier (TC). The scalar must be greater than 0 and less than 1.

Default: Delta = 0.7.

Reference

AutoARIMA Class

Imsl.Stat Namespace