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AutoARIMA Constructor
Constructor for AutoARIMA.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public AutoARIMA(
	int[] times,
	double[] x
)

Parameters

times
Type: SystemInt32
An int array of length nObs, where nObs is the number of observed time series values, containing the time points t_1,\ldots,t_{\text{nObs}} at which the time series was observed. It is required that t_1,\ldots,t_{\text{nObs}} are in strictly increasing order. Times for missing values are identified as non-incremental gaps in this series. A gap of missing values in x is assumed if the difference between two consecutive values is greater than 1, i.e. t_{i+1}-t_i>1. The difference is the number of missing values in the gap.
x
Type: SystemDouble
A double array containing the observations Y_1^\ast,Y_2^\ast,\ldots,Y_{\text{nObs}}^\ast
            at the times given in array times. This series can contain outliers and missing observations.
See Also