ARAutoUnivariate.TimsacConstant Property

ARAutoUnivariateTimsacConstant Property

The estimate for the constant parameter in the ARMA series.

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

Syntax

public double TimsacConstant { get; }

Public ReadOnly Property TimsacConstant As Double
	Get

public:
property double TimsacConstant {
	double get ();
}

member TimsacConstant : float with get

Type: Double
A double scalar equal to the estimate for the constant parameter in the ARMA series.

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.