Sets preliminary estimates.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public void SetInitialEstimates( double[] ar, double[] ma ) |
Visual Basic (Declaration) |
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Public Sub SetInitialEstimates ( _ ar As Double(), _ ma As Double() _ ) |
Visual C++ |
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public: void SetInitialEstimates( array<double>^ ar, array<double>^ ma ) |
Parameters
- ar
- Type: array<
System..::.Double
>[]()[]
A double array of length p containing preliminary estimates of the autoregressive parameters.
- ma
- Type: array<
System..::.Double
>[]()[]
A double array of length q containing preliminary estimates of the moving average parameters.
Remarks
ar and ma are computed internally if this method is not used. This method is only applicable using least-squares algorithm.