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ARMA Properties

The ARMA type exposes the following members.

Properties
  NameDescription
Public propertyBackwardOrigin
The maximum backward origin.
Public propertyCenter
The center option.
Public propertyConfidence
The confidence level for calculating confidence limit deviations returned from GetDeviations.
Public propertyConstant
The constant parameter estimate.
Public propertyConvergenceTolerance
The tolerance level used to determine convergence of the nonlinear least-squares algorithm.
Public propertyInnovationVariance
The variance of the random shock.
Public propertyMaxIterations
The maximum number of iterations.
Public propertyMean
An update of the mean of the time series z.
Public propertyMethod
The method used to estimate the autoregressive and moving average parameters estimates.
Public propertyNumberOfProcessors
Perform the parallel calculations with the maximum possible number of processors set to NumberOfProcessors.
Public propertyRelativeError
The stopping criterion for use in the nonlinear equation solver.
Public propertySSResidual
The sum of squares of the random shock.
Public propertyVariance
The variance of the time series z.
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