AutoARIMA Properties |
The AutoARIMA type exposes the following members.
Name | Description | |
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AccuracyTolerance |
The tolerance value controlling the accuracy of the parameter
estimates.
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AIC |
Akaike's information criterion (AIC) for the optimum model.
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AICC |
Akaike's Corrected Information Criterion (AICC) for the optimum
model.
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BIC |
The Bayesian Information Criterion (BIC) for the optimum model.
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Confidence |
The confidence level used in the calculation of confidence limit
deviations via method GetDeviations.
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Constant |
The constant parameter estimate for the optimum model.
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CriticalValue |
The critical value used as a threshold during outlier detection.
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Delta |
The dampening effect parameter.
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MaximumARLag |
The maximum AR lag used in the determination of the optimum (s,d)
combination of method Compute(int[] arOrders, int[] maOrders).
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ModelSelectionCriterion |
The model selection criterion used in the optimum model search.
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NumberOfOutliers |
The number of detected outliers.
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RelativeError |
The stopping criterion for use in the nonlinear equation solver.
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ResidualStandardError |
The residual standard error of the outlier free series.
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