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ARMAEstimateMissingGetCompleteTimeSeries Method
Returns a double precision vector of length tpoints[tpoints.Length-1]-tpoints[0]+1 containing the observed values in the time series z plus estimates for missing values in gaps identified in tpoints.

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

Return Value

Type: Double
A double array of length tpoints[tpoints.Length-1]-tpoints[0]+1 containing the observed values in the time series z plus estimates for missing values in gaps identified in tpoints.
Exceptions
ExceptionCondition
SingularTriangularMatrixException is thrown if the input matrix to ARAutoUnivariate is singular. This can only occur with estimation method AR_p.
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.
NonStationaryException is thrown if the final maximum likelihood estimates for the time series are nonstationary.
See Also