ARMA.Method Property

ARMAMethod Property

The method used to estimate the autoregressive and moving average parameters estimates.

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

Syntax

public ARMAParamEstimation Method { get; set; }

Public Property Method As ARMAParamEstimation
	Get
	Set

public:
property ARMAParamEstimation Method {
	ARMAParamEstimation get ();
	void set (ARMAParamEstimation value);
}

member Method : ARMAParamEstimation with get, set

Property Value

Type: ARMAParamEstimation
A ParamEstimation specifying the method used to estimate the autoregressive and moving average parameters estimates.

Remarks

If ARMA.ParamEstimation.MethodOfMoments is specified, the autoregressive and moving average parameters are estimated by a method of moments procedure.

If ARMA.ParamEstimation.LeastSquares is specified, the autoregressive and moving average parameters are estimated by a least-squares procedure. By default, Method = ARMA.ParamEstimation.MethodOfMoments.

Reference

ARMA Class

Imsl.Stat Namespace