Sets the ARMAInfo object to previously determined values
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public void SetARMAInfo(
double constant,
double[] ar,
double[] ma,
double var
)
Public Sub SetARMAInfo (
constant As Double,
ar As Double(),
ma As Double(),
var As Double
)
public:
void SetARMAInfo(
double constant,
array<double>^ ar,
array<double>^ ma,
double var
)
member SetARMAInfo :
constant : float *
ar : float[] *
ma : float[] *
var : float -> unit
Parameters
- constant
- Type: SystemDouble
A double scalar equal to the constant
term in the ARMA model.
- ar
- Type: SystemDouble
A double array of length p
containing estimates of the autoregressive parameters.
- ma
- Type: SystemDouble
A double array of length q
containing estimates of the moving average parameters.
- var
- Type: SystemDouble
A double scalar equal to the innovation
variance
See Also