ARAutoUnivariateGetTimsacAR Method |
Returns the final auto regressive parameter estimates at the
optimum AIC estimated by the original TIMSAC routine (UNIMAR).
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double[] GetTimsacAR()
Public Function GetTimsacAR As Double()
public:
array<double>^ GetTimsacAR()
member GetTimsacAR : unit -> float[]
Return Value
Type:
Double
A
double array of length
p containing the estimates
for the autoregressive parameters.
Exceptions Remarks
These estimates vary depending upon the value of maxlag
since its value changes the length of the series used to estimate
these parameters. Use the GetAR method to obtain the best
estimates from the estimation method specified by
EstimationMethod calculated using the maximum number of
available observations.
See Also