The optimum number of lags, p, for the optimum autoregressive
AR(p) model. This is the value of p for the transformed
series,
.

Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
---|
public int AROrder { get; } |
Visual Basic (Declaration) |
---|
Public ReadOnly Property AROrder As Integer |
Visual C++ |
---|
public: property int AROrder { int get (); } |
Field Value
An int containing the optimum number of lags in the autoregressive model used to fit the transformed series