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AutoARIMA Properties

The AutoARIMA type exposes the following members.

Properties
  NameDescription
Public propertyAccuracyTolerance
The tolerance value controlling the accuracy of the parameter estimates.
Public propertyAIC
Akaike's information criterion (AIC) for the optimum model.
Public propertyAICC
Akaike's Corrected Information Criterion (AICC) for the optimum model.
Public propertyBIC
The Bayesian Information Criterion (BIC) for the optimum model.
Public propertyConfidence
The confidence level used in the calculation of confidence limit deviations via method GetDeviations.
Public propertyConstant
The constant parameter estimate for the optimum model.
Public propertyCriticalValue
The critical value used as a threshold during outlier detection.
Public propertyDelta
The dampening effect parameter.
Public propertyMaximumARLag
The maximum AR lag used in the determination of the optimum (s,d) combination of method Compute(int[] arOrders, int[] maOrders).
Public propertyModelSelectionCriterion
The model selection criterion used in the optimum model search.
Public propertyNumberOfOutliers
The number of detected outliers.
Public propertyRelativeError
The stopping criterion for use in the nonlinear equation solver.
Public propertyResidualStandardError
The residual standard error of the outlier free series.
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