| ARMAEstimateMissing Properties |
The ARMAEstimateMissing type exposes the following members.
| Name | Description | |
|---|---|---|
| ConvergenceTolerance |
The covergence tolerance used by the AR_1 and
AR_p missing value estimation methods.
| |
| EstimationMethod |
The method used for estimating the final autoregressive
coefficients for missing value estimation methods AR_1 and
AR_p.
| |
| MaxIterations |
The maximum number of estimation iterations for missing
value estimation methods AR_1 and AR_p.
| |
| Maxlag |
The maximum number of autoregressive lags when method
AR_p is selected as the missing value estimation method.
| |
| Mean |
The mean value used to center the series.
| |
| MissingValueMethod |
The current missing value estimation method.
| |
| NumberMissing |
The number of missing values in the original series
| |
| RelativeError |
The relative error used for the MethodOfMoments and
LeastSquares estimation methods.
|