| ARAutoUnivariate Methods |
The ARAutoUnivariate type exposes the following members.
| Name | Description | |
|---|---|---|
| Compute |
Determines the autoregressive model with the minimum AIC by fitting
autoregressive models from 0 to maxlag lags using the method
of moments or an estimation method specified by the user through
EstimationMethod.
| |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
| Forecast |
Returns forecasts and associated confidence interval offsets.
| |
| GetAR |
Returns the final autoregressive parameter estimates at the
optimum AIC using the estimation method specified in
EstimationMethod.
| |
| GetDeviations |
Returns the deviations for each forecast used for calculating the
forecast confidence limits.
| |
| GetForecast |
Returns a specified number of forecasts beyond the last value in the series.
| |
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
| GetResiduals |
Returns the current values of the vector of residuals.
| |
| GetTimeSeries |
Returns the time series used for estimating the minimum AIC and the
autoregressive coefficients.
| |
| GetTimsacAR |
Returns the final auto regressive parameter estimates at the
optimum AIC estimated by the original TIMSAC routine (UNIMAR).
| |
| GetType | Gets the Type of the current instance. (Inherited from Object.) | |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |