ARMAMaxLikelihood Properties |
The ARMAMaxLikelihood type exposes the following members.
Name | Description | |
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![]() | BackwardOrigin |
The maximum backward origin.
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![]() | Confidence |
The confidence level for calculating confidence
limit deviations returned from GetDeviations.
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![]() | Constant |
The constant parameter in the ARMA series.
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![]() | GradientTolerance |
The gradient tolerance for the convergence algorithm.
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![]() | InnovationVariance |
The estimated innovation variance of this series.
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![]() | Likelihood |
The final estimate for ![]() ![]() |
![]() | MaxIterations |
The maximum number of iterations.
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![]() | Mean |
The mean used for centering the series.
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![]() | P |
The number of autoregressive terms in the ARMA model
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![]() | Q |
The number of moving average terms in the ARMA model
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![]() | Tolerance |
The tolerance for the convergence algorithm.
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