| ARMAMaxLikelihood Methods |
The ARMAMaxLikelihood type exposes the following members.
Methods| Name | Description | |
|---|---|---|
 | Compute |
Computes the exact maximum likelihood estimates for the autoregressive
and moving average parameters of an ARMA time series.
|
| 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 for lead times
 at origins
z.Length-BackwardOrigin-1+j where
 .
|
| GetAR |
Returns the final autoregressive parameter estimates.
|
| GetDeviations |
Returns the deviations for each forecast used for calculating the
forecast confidence limits.
|
| GetForecast |
Returns forecasts
|
| GetGradients |
Returns the gradients for the final parameter estimates.
|
| GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) |
| GetMA |
Returns the final moving average parameter estimates.
|
| GetPsiWeights |
Returns the psi weights used for calculating forecasts from the infinite
order moving average form of the ARMA model.
|
| GetResiduals |
The current values of the vector of residuals.
|
| GetTimeSeries |
Returns the time series used to construct ARMAMaxLikelihood.
|
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| IsInvertible |
Tests whether the coefficients in ma are invertible.
|
| IsStationary |
Tests whether the coefficients in ar are stationary.
|
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| SetAR |
Sets the initial values for the autoregressive terms to the p
values in ar.
|
| SetMA |
Sets the initial values for the moving average terms to the q
values in ma.
|
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
See Also