| 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.
|