Click or drag to resize
ARMAMaxLikelihoodIsStationary Method
Tests whether the coefficients in ar are stationary.

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

Parameters

ar
Type: SystemDouble
A double array containing the coefficients for the autoregressive terms in an ARMA model.

Return Value

Type: Boolean
A bool scalar equal to true if the coefficients in ar are stationary and false otherwise.
See Also