Constructor for AutoARIMA.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public AutoARIMA( int[] times, double[] x ) |
Visual Basic (Declaration) |
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Public Sub New ( _ times As Integer(), _ x As Double() _ ) |
Visual C++ |
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public: AutoARIMA( array<int>^ times, array<double>^ x ) |
Parameters
- times
- Type: array<
System..::.Int32
>[]()[]
An int array of length nObs, where nObs is the number of observed time series values, containing the time pointsat which the time series was observed. It is required that
are in strictly increasing order. Times for missing values are identified as non-incremental gaps in this series. A gap of missing values in x is assumed if the difference between two consecutive values is greater than 1, i.e.
. The difference is the number of missing values in the gap.
- x
- Type: array<
System..::.Double
>[]()[]
A double array containing the observationsat the times given in array times. This series can contain outliers and missing observations.