ARMAMaxLikelihood Properties |
The ARMAMaxLikelihood type exposes the following members.
Name | Description | |
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BackwardOrigin |
The maximum backward origin.
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Confidence |
The confidence level for calculating confidence
limit deviations returned from GetDeviations.
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Constant |
The constant parameter in the ARMA series.
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GradientTolerance |
The gradient tolerance for the convergence algorithm.
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InnovationVariance |
The estimated innovation variance of this series.
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Likelihood |
The final estimate for , where
is equal to the likelihood function evaluated using the
final parameter estimates.
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MaxIterations |
The maximum number of iterations.
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Mean |
The mean used for centering the series.
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P |
The number of autoregressive terms in the ARMA model
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Q |
The number of moving average terms in the ARMA model
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Tolerance |
The tolerance for the convergence algorithm.
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