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ARAutoUnivariateGetAR Method
Returns the final autoregressive parameter estimates at the optimum AIC using the estimation method specified in EstimationMethod.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
Copy
public double[] GetAR()

Return Value

Type: Double
A double array containing the estimates for the autoregressive parameters.
Exceptions
ExceptionCondition
MatrixSingularException is thrown if the input matrix is singular.
TooManyCallsException is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
IncreaseErrRelException is thrown if the bound for the relative error is too small.
NewInitialGuessException is thrown if the iteration has not made good progress.
IllConditionedException is thrown if the problem is ill-conditioned.
TooManyIterationsException is thrown if the maximum number of iterations is exceeded.
TooManyFunctionEvaluationsException is thrown if the maximum number of function evaluations is exceeded.
TooManyJacobianEvalException is thrown if the maximum number of Jacobian evaluations is exceeded.
SingularTriangularMatrixException is thrown if the input triangular matrix is singular.
NonStationaryException is thrown if the final maximum likelihood estimates for the time series are nonstationary.
See Also