ARMAMaxLikelihoodLikelihood Property |
The final estimate for
, where
is equal to the likelihood function evaluated using the
final parameter estimates.
Namespace: Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax public double Likelihood { get; }
Public ReadOnly Property Likelihood As Double
Get
public:
property double Likelihood {
double get ();
}
member Likelihood : float with get
Property Value
Type:
Double
A
double scalar equal to the log
likelihood function,
.
Exceptions Exception | Condition |
---|
NonStationaryException | is thrown if the final maximum
likelihood estimates for the time series are nonstationary.
|
NonInvertibleException | is thrown if the final maximum
likelihood estimates for the time series are noninvertible.
|
InitialMAException | is thrown if the
initial values provided for the moving average terms using
SetMA are noninvertible. In this case,
ARMAMaxLikelihood terminates and does not compute the time
series estimates.
|
See Also