ARMAEstimateMissingMissingValueEstimation Enumeration |
Missing value estimation methods.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public enum MissingValueEstimation
Public Enumeration MissingValueEstimation
public enum class MissingValueEstimation
type MissingValueEstimation
Members
| Member name | Value | Description |
---|
| Median | 0 |
Indicates that missing values should be estimated using the
median of the values just before and after the missing value
gap.
|
| CubicSpline | 1 |
Indicates that missing values should be estimated using cublic
spline interpolation.
|
| AR_1 | 2 |
Indicates that missing values should be estimated using an
autoregressive time series with 1 lag.
|
| AR_p | 3 |
Indicates that missing values should be estimated using an
autoregressive time series with a maximum lag of Maxlag.
By default Maxlag=10, but this can be changed using the
Maxlag property.
|
See Also