AutoARIMAMaximumARLag Property |
The maximum AR lag used in the determination of the optimum (s,d)
combination of method Compute(int[] arOrders, int[] maOrders).
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public int MaximumARLag { get; set; }
Public Property MaximumARLag As Integer
Get
Set
public:
property int MaximumARLag {
int get ();
void set (int value);
}
member MaximumARLag : int with get, set
Property Value
Type:
Int32
A scalar
int, the maximum AR lag used in the
computation of the optimum (s,d) combination for method
Compute(int[] arOrders, int[] maOrders).
Default: MaximumARLag = 10.
Remarks
It is required that the maximum AR lag is greater than
zero and smaller than the original series after
replacement of potential missing values.
See Also