The maximum AR lag used in the determination of the optimum (s,d)
combination of method Compute(int[] arOrders, int[] maOrders).
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public int MaximumARLag { get; set; } |
| Visual Basic (Declaration) |
|---|
Public Property MaximumARLag As Integer |
| Visual C++ |
|---|
public: property int MaximumARLag { int get (); void set (int value); } |
Field Value
A scalar int, the maximum AR lag used in the computation of the optimum (s,d) combination for method Compute(int[] arOrders, int[] maOrders).Default: MaximumARLag = 10.
Remarks
It is required that the maximum AR lag is greater than
zero and smaller than the original series after
replacement of potential missing values.
