ARMAMaxLikelihood Constructor

Constructor for ARMAMaxLikelihood.

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

Syntax

public ARMAMaxLikelihood(
	int p,
	int q,
	double[] z
)

Public Sub New ( 
	p As Integer,
	q As Integer,
	z As Double()
)

public:
ARMAMaxLikelihood(
	int p, 
	int q, 
	array<double>^ z
)

new : 
        p : int * 
        q : int * 
        z : float[] -> ARMAMaxLikelihood

p: Type: SystemInt32
An int scalar equal to the number of autoregressive (AR) parameters.
q: Type: SystemInt32
A int scalar equal to the number of moving average (MA) parameters.
z: Type: SystemDouble
A double array containing the time series.

Exceptions

Exception	Condition
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.