The ARSeasonalFit type exposes the following members.
Constructors
Name | Description | |
---|---|---|
![]() | ARSeasonalFit |
Constructor for ARSeasonalFit.
|
Methods
Name | Description | |
---|---|---|
![]() | Compute |
Computes the minimum AIC and optimum values for s and d
based upon the candidates provided in SInitial and
DInitial, and computes the values for the transformed series,
![]() |
![]() | Equals | (Inherited from Object.) |
![]() | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
![]() | GetAR |
Returns the final autoregressive parameter estimates at the optimum
in the transformed series ![]() |
![]() | GetDInitial |
Returns the candidate values for d to evaluate.
|
![]() | GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
![]() | GetOptimumD |
Returns the optimum values for d selected among the candidates in
DInitial.
|
![]() | GetOptimumS |
Returns the optimum values for s selected among the candidates in
SInitial.
|
![]() | GetSInitial |
Returns the candidate values for s to evaluate.
|
![]() | GetTimeSeries |
Returns the time series.
|
![]() | GetTransformedTimeSeries |
Returns the transformed series, ![]() |
![]() | GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
![]() | MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
![]() | SetDInitial |
Sets the candidate values for selecting the optimum
seasonal adjustment prior to calling the compute method.
|
![]() | ToString | (Inherited from Object.) |
Properties
Name | Description | |
---|---|---|
![]() | AIC |
The final estimate for Akaike's Information Criterion (AIC)
at the optimum.
|
![]() | AROrder |
The optimum number of lags, p, for the optimum autoregressive
AR(p) model. This is the value of p for the transformed
series, ![]() |
![]() | Center |
The setting for centering the input time series.
|
![]() | Exclude |
Controls whether to exclude or replace the intial values in the
transformed series.
|
![]() | Maxlag |
The maximum lag used to fit the AR(p) model.
|
![]() | NLost |
The number of values in the initial part of the series lost to
differencing.
|