ARMA Properties |
The ARMA type exposes the following members.
Name | Description | |
---|---|---|
![]() | BackwardOrigin |
The maximum backward origin.
|
![]() | Center |
The center option.
|
![]() | Confidence |
The confidence level for calculating confidence
limit deviations returned from GetDeviations.
|
![]() | Constant |
The constant parameter estimate.
|
![]() | ConvergenceTolerance |
The tolerance level used to determine convergence of the nonlinear
least-squares algorithm.
|
![]() | InnovationVariance |
The variance of the random shock.
|
![]() | MaxIterations |
The maximum number of iterations.
|
![]() | Mean |
An update of the mean of the time series z.
|
![]() | Method |
The method used to estimate the autoregressive and moving average
parameters estimates.
|
![]() | NumberOfProcessors |
Perform the parallel calculations with the maximum possible number of
processors set to NumberOfProcessors.
|
![]() | RelativeError |
The stopping criterion for use in the nonlinear equation solver.
|
![]() | SSResidual |
The sum of squares of the random shock.
|
![]() | Variance |
The variance of the time series z.
|