ARMA Properties |
The ARMA type exposes the following members.
Name | Description | |
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BackwardOrigin |
The maximum backward origin.
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Center |
The center option.
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Confidence |
The confidence level for calculating confidence
limit deviations returned from GetDeviations.
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Constant |
The constant parameter estimate.
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ConvergenceTolerance |
The tolerance level used to determine convergence of the nonlinear
least-squares algorithm.
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InnovationVariance |
The variance of the random shock.
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MaxIterations |
The maximum number of iterations.
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Mean |
An update of the mean of the time series z.
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Method |
The method used to estimate the autoregressive and moving average
parameters estimates.
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NumberOfProcessors |
Perform the parallel calculations with the maximum possible number of
processors set to NumberOfProcessors.
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RelativeError |
The stopping criterion for use in the nonlinear equation solver.
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SSResidual |
The sum of squares of the random shock.
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Variance |
The variance of the time series z.
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