ARAutoUnivariate.Mean Property

ARAutoUnivariateMean Property

The mean used to center the time series z.

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

Syntax

public double Mean { get; set; }

Public Property Mean As Double
	Get
	Set

public:
property double Mean {
	double get ();
	void set (double value);
}

member Mean : float with get, set

Property Value

Type: Double
A double containing the value used to center the series before searching for the optimum number of AR lags. This is equal to the mean of the time series z unless the Mean is set.

Exceptions

Exception	Condition
MatrixSingularException	is thrown if the input matrix is singular.
TooManyCallsException	is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
IncreaseErrRelException	is thrown if the bound for the relative error is too small.
NewInitialGuessException	is thrown if the iteration has not made good progress.
IllConditionedException	is thrown if the problem is ill-conditioned.
TooManyIterationsException	is thrown if the maximum number of iterations is exceeded.
TooManyFunctionEvaluationsException	is thrown if the maximum number of function evaluations is exceeded.
TooManyJacobianEvalException	is thrown if the maximum number of Jacobian evaluations is exceeded.
SingularTriangularMatrixException	is thrown if the input triangular matrix is singular.
NonStationaryException	is thrown if the final maximum likelihood estimates for the time series are nonstationary.

Remarks

By default, the time series z is centered about its sample mean.

Reference

ARAutoUnivariate Class

Imsl.Stat Namespace