Computes the exact maximum likelihood estimates for the autoregressive
and moving average parameters of an ARMA time series.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public void Compute() |
| Visual Basic (Declaration) |
|---|
Public Sub Compute |
| Visual C++ |
|---|
public: void Compute() |
Exceptions
| Exception | Condition |
|---|---|
| Imsl.Stat..::.NonStationaryException | is thrown if the final maximum likelihood estimates for the time series are nonstationary. |
| Imsl.Stat..::.NonInvertibleException | is thrown if the final maximum likelihood estimates for the time series are noninvertible. |
| Imsl.Stat..::.InitialMAException | is thrown if the initial values provided for the moving average terms using SetMA are noninvertible. In this case, ARMAMaxLikelihood terminates and does not compute the time series estimates. |
