ARAutoUnivariate.EstimationMethod Property

ARAutoUnivariateEstimationMethod 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 ARAutoUnivariateParamEstimation EstimationMethod { get; set; }

Public Property EstimationMethod As ARAutoUnivariateParamEstimation
	Get
	Set

public:
property ARAutoUnivariateParamEstimation EstimationMethod {
	ARAutoUnivariateParamEstimation get ();
	void set (ARAutoUnivariateParamEstimation value);
}

member EstimationMethod : ARAutoUnivariateParamEstimation with get, set

Property Value

Type: ARAutoUnivariateParamEstimation
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