ARMAMaxLikelihood.Compute Method

ARMAMaxLikelihoodCompute Method

Computes the exact maximum likelihood estimates for the autoregressive and moving average parameters of an ARMA time series.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public void Compute()

Public Sub Compute

public:
void Compute()

member Compute : unit -> unit

Exceptions

Exception	Condition
NonStationaryException	is thrown if the final maximum likelihood estimates for the time series are nonstationary.
NonInvertibleException	is thrown if the final maximum likelihood estimates for the time series are noninvertible.
InitialMAException	is thrown if the initial values provided for the moving average terms using SetMA are noninvertible. In this case, ARMAMaxLikelihood terminates and does not compute the time series estimates.