Missing value estimation methods.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public enum MissingValueEstimation |
Visual Basic (Declaration) |
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Public Enumeration MissingValueEstimation |
Visual C++ |
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public enum class MissingValueEstimation |
Members
Member name | Description | |
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Median |
Indicates that missing values should be estimated using the
median of the values just before and after the missing value
gap.
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CubicSpline |
Indicates that missing values should be estimated using cublic
spline interpolation.
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AR_1 |
Indicates that missing values should be estimated using an
autoregressive time series with 1 lag.
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AR_p |
Indicates that missing values should be estimated using an
autoregressive time series with a maximum lag of Maxlag.
By default Maxlag=10, but this can be changed using the
Maxlag property.
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