AutoARIMA Methods

The AutoARIMA type exposes the following members.

Methods

	Name	Description
	Compute(Int32)	Estimates potential missing values, detects and determines outliers and simultaneously fits an optimum model from a set of different $\text{ARIMA}(p,0,0)\times(0,d,0)_s$ models to the outlier free time series.
	Compute(Int32, Int32)	Estimates potential missing values, detects and determines outliers and simultaneously fits an optimum model from a set of different $\text{ARIMA}(p,0,q)\times(0,d,0)_s$ models to the outlier free time series.
	Compute(Int32, Int32, Int32, Int32)	Estimates potential missing values, detects and determines outliers and simultaneously fits an $\text{ARIMA}(p,0,q)\times(0,d,0)_s$ model to the outlier free 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	Computes forecasts, associated probability limits and $\psi$ weights for the given outlier contaminated time series.
	GetAR	Returns the final autoregressive parameter estimates of the optimum model.
	GetCompleteTimes	Returns all time points at which the original series was observed, including values for times with missing values in x.
	GetCompleteTimeSeries	Returns the original series with potentially missing values replaced by estimates.
	GetDeviations	Returns the deviations used for calculating the forecast confidence limits.
	GetForecast	Returns forecasts for the original outlier contaminated series.
	GetHashCode	Serves as a hash function for a particular type. (Inherited from Object.)
	GetMA	Returns the final moving average parameter estimates of the optimum model.
	GetOptimumModelOrder	Returns the order $(p,0,q)\times(0,d,0)_s$ of the optimum model.
	GetOutlierFreeForecast	Returns forecasts for the outlier free series.
	GetOutlierFreeSeries	Returns the outlier free series.
	GetOutlierStatistics	Returns the outlier statistics.
	GetPsiWeights	Returns the $\psi$ weights of the infinite order moving average form of the model.
	GetResiduals	Returns the residuals.
	GetType	Gets the Type of the current instance. (Inherited from Object.)
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	SetDifferenceOrders	Defines the orders of the periodic differences used in the determination of the optimum model.
	SetPeriods	Defines the periods used in the determination of the optimum model.
	ToString	Returns a string that represents the current object. (Inherited from Object.)

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Reference

AutoARIMA Class

Imsl.Stat Namespace