The constant parameter in the ARMA series.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double Constant { get; set; } |
Visual Basic (Declaration) |
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Public Property Constant As Double |
Visual C++ |
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public: property double Constant { double get (); void set (double value); } |
Field Value
A double scalar containing the constant term in the ARMA model.
Remarks
By default, the constant term is initially estimated using ARMA
method of moments estimation.