| ARMA Methods |
The ARMA type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Compute |
Computes least-square estimates of parameters for an ARMA model.
|
| 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 |
Computes forecasts and their associated probability limits for an
ARMA model.
|
| GetAR |
Returns the final autoregressive parameter estimates.
|
| GetAutoCovariance |
Returns the autocovariances of the time series z.
|
| GetDeviations |
Returns the deviations for each forecast used for calculating the
forecast confidence limits.
|
| GetForecast | Returns forecasts
|
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
| GetMA |
Returns the final moving average parameter estimates.
|
| GetNumberOfBackcasts |
Returns the number of backcasts used to calculate the AR coefficients
for the time series z.
|
| GetParamEstimatesCovariance |
Returns the covariances of parameter estimates.
|
| GetPsiWeights |
Returns the psi weights of the infinite order moving average form of the
model.
|
| GetResidual |
Returns the residuals at the final parameter estimate.
|
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| SetARLags |
The order of the autoregressive parameters.
|
| SetARMAInfo |
Sets the ARMAInfo object to previously determined values
|
| SetBackcasting |
Sets backcasting option.
|
| SetInitialAREstimates |
Sets preliminary autoregressive estimates.
|
| SetInitialEstimates |
Sets preliminary estimates.
|
| SetInitialMAEstimates |
Sets preliminary moving average estimates.
|
| SetMALags |
Sets the order of the moving average parameters.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also