ARMAEstimateMissing.Maxlag Property

ARMAEstimateMissingMaxlag Property

The maximum number of autoregressive lags when method AR_p is selected as the missing value estimation method.

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

Syntax

public int Maxlag { get; set; }

Public Property Maxlag As Integer
	Get
	Set

public:
property int Maxlag {
	int get ();
	void set (int value);
}

member Maxlag : int with get, set

Type: Int32
An int scalar value equal to the maximum number of autoregressive lags. Maxlag must be greater than z.Length-5. By default Maxlag=10.