The ARAutoUnivariate type exposes the following members.
Methods
Name | Description | |
---|---|---|
![]() | Compute |
Determines the autoregressive model with the minimum AIC by fitting
autoregressive models from 0 to maxlag lags using the method
of moments or an estimation method specified by the user through
EstimationMethod.
|
![]() | Equals | (Inherited from Object.) |
![]() | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
![]() | Forecast |
Returns forecasts and associated confidence interval offsets.
|
![]() | GetAR |
Returns the final autoregressive parameter estimates at the
optimum AIC using the estimation method specified in
EstimationMethod.
|
![]() | GetDeviations |
Returns the deviations for each forecast used for calculating the
forecast confidence limits.
|
![]() | GetForecast |
Returns a specified number of forecasts beyond the last value in the series.
|
![]() | GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
![]() | GetResiduals |
Returns the current values of the vector of residuals.
|
![]() | GetTimeSeries |
Returns the time series used for estimating the minimum AIC and the
autoregressive coefficients.
|
![]() | GetTimsacAR |
Returns the final auto regressive parameter estimates at the
optimum AIC estimated by the original TIMSAC routine (UNIMAR).
|
![]() | GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
![]() | MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
![]() | ToString | (Inherited from Object.) |