Estimates potential missing values, detects and determines outliers and simultaneously fits an optimum model from a set of different \text{ARIMA}(p,0,0)\times(0,d,0)_s models to the outlier free time series.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public void Compute(
	int maxlag
)
Visual Basic (Declaration)
Public Sub Compute ( _
	maxlag As Integer _
)
Visual C++
public:
void Compute(
	int maxlag
)

Parameters

maxlag
Type: System..::.Int32
The maximum value for p allowed when fitting \text{ARIMA}(p,0,0)\times(0,d,0)_s models to the given series, 0\le p\le \text{maxlag}. It is required that 1 \le \text{maxlag} \lex.Length. The optimum \text{ARIMA}(p,0,0)\times(0,d,0)_s model is determined according to the model selection criterion chosen by the user, see property ModelSelectionCriterion.

Exceptions

ExceptionCondition
Imsl.Stat..::.MatrixSingularException is thrown if the input matrix is singular.
Imsl.Stat..::.TooManyCallsException is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
Imsl.Stat..::.IncreaseErrRelException is thrown if the bound for the relative error is too small.
Imsl.Stat..::.NewInitialGuessException is thrown if the iteration has not made good progress.
Imsl.Stat..::.IllConditionedException is thrown if the problem is ill-conditioned.
Imsl.Stat..::.TooManyIterationsException is thrown if the maximum number of iterations is exceeded.
Imsl.Stat..::.TooManyFunctionEvaluationsException is thrown if the maximum number of function evaluations is exceeded.
Imsl.Stat..::.TooManyJacobianEvalException is thrown if the maximum number of Jacobian evaluations is exceeded.
Imsl.Stat..::.SingularTriangularMatrixException is thrown if the input matrix to ARAutoUnivariate is singular.
Imsl.Stat..::.NonInvertibleException is thrown if the intermediate or final maximum likelihood estimates for the time series are noninvertible.
Imsl.Stat..::.NonStationaryException is thrown if the intermediate or final maximum likelihood estimates for the time series are nonstationary.
Imsl.Stat..::.InitialMAException is thrown if the initial values provided for the moving average terms are noninvertible. In this case, ARMAMaxLikelihood terminates and does not compute the time series estimates.
Imsl.Math..::.DidNotConvergeException is thrown if the algorithm computing the roots of the AR- or MA- polynomial does not converge.
Imsl.Math..::.SingularMatrixException is thrown if during the computation of a small perturbation of the matrix product A^TA, it is found that A, the matrix used in the determination of the \omega weights, is singular.
Imsl.Math..::.NotSPDException is thrown if during the computation of a small perturbation of the matrix product A^TA, it is found that A, the matrix used in the determination of the \omega weights, is not positive definite.
Imsl.Stat..::.NoAcceptableModelFoundException is thrown if no appropriate ARIMA model for the given time series could be found.

See Also