Estimates potential missing values, detects and determines outliers and simultaneously fits an optimum model from a set of different \text{ARIMA}(p,0,q)\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[] arOrders,
	int[] maOrders
)
Visual Basic (Declaration)
Public Sub Compute ( _
	arOrders As Integer(), _
	maOrders As Integer() _
)
Visual C++
public:
void Compute(
	array<int>^ arOrders, 
	array<int>^ maOrders
)

Parameters

arOrders
Type: array< System..::.Int32 >[]()[]
An int array containing all possible AR orders to consider in the optimum model search. It is required that all values in arOrders are greater than or equal to zero.
maOrders
Type: array< System..::.Int32 >[]()[]
An int array containing all possible MA orders to consider in the optimum model search. It is required that all values in maOrders are greater than or equal to zero.

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