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ARMASetBackcasting Method
Sets backcasting option.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public void SetBackcasting(
	int maxBackcast,
	double tolerance
)

Parameters

maxBackcast
Type: SystemInt32
An int scalar containing the maximum length of backcasting and must be greater than or equal to 0. By default, maxBackcast = 10.
tolerance
Type: SystemDouble
A double scalar containing the tolerance level used to determine convergence of the backcast algorithm. Typically, tolerance is set to a fraction of an estimate of the standard deviation of the time series. By default, tolerance = 0.01 * standard deviation of z.
See Also