ARMA.SetInitialAREstimates Method

Sets preliminary autoregressive estimates.

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

Syntax

public void SetInitialAREstimates(
	double[] ar
)

Public Sub SetInitialAREstimates ( 
	ar As Double()
)

public:
void SetInitialAREstimates(
	array<double>^ ar
)

member SetInitialAREstimates : 
        ar : float[] -> unit

ar: Type:System.Double[]
A double array of length p containing preliminary estimates of the autoregressive parameters.

Remarks

ar and ma are computed internally if this method is not used. This method is only applicable using least-squares algorithm.