ARAutoUnivariate.EstimationMethod Property

The estimation method used for estimating the final estimates for the autoregressive coefficients.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public ARAutoUnivariate. ParamEstimation EstimationMethod { get; set; }

Public Property EstimationMethod As ARAutoUnivariate. ParamEstimation
	Get
	Set

public:
property ARAutoUnivariate. ParamEstimation EstimationMethod {
	ARAutoUnivariate. ParamEstimation get ();
	void set (ARAutoUnivariate. ParamEstimation value);
}

member EstimationMethod : ARAutoUnivariate. ParamEstimation with get, set

Property Value

Type: ARAutoUnivariate.ParamEstimation
A ParamEstimation specifying the method used to estimate the autoregressive parameters estimates.

Remarks

ARAutoUnivariate.ParamEstimation	Method Description
MethodOfMoments	Autoregressive parameters are estimated by a method of moments procedure.
LeastSquares	Autoregressive parameters are estimated by a least-squares procedure
MaxLikelihood	Autoregressive parameters are estimated by a maximum likelihood procedure.

By default, EstimationMethod = ARAutoUnivariate.ParamEstimation.LeastSquares.

Reference

ARAutoUnivariate Class

Imsl.Stat Namespace