ARMAEstimateMissing.EstimationMethod Property

ARMAEstimateMissingEstimationMethod Property

The method used for estimating the final autoregressive coefficients for missing value estimation methods AR_1 and AR_p.

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

Syntax

C++

Copy

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
An ARAutoUnivariate.ParamEstimation scalar specifying the method used to estimate the autoregressive coefficients. Valid methods are MethodOfMoments, LeastSquares, and MaxLikelihood.

Remarks

By default, EstimationMethod=ARAutoUnivariate.ParamEstimation.LeastSquares.

Reference

ARMAEstimateMissing Class

Imsl.Stat Namespace