Click or drag to resize
ARSeasonalFit Properties

The ARSeasonalFit type exposes the following members.

Properties
  NameDescription
Public propertyAIC
The final estimate for Akaike's Information Criterion (AIC) at the optimum.
Public propertyAROrder
The optimum number of lags, p, for the optimum autoregressive AR(p) model. This is the value of p for the transformed series, W_t.
Public propertyCenter
The setting for centering the input time series.
Public propertyExclude
Controls whether to exclude or replace the intial values in the transformed series.
Public propertyMaxlag
The maximum lag used to fit the AR(p) model.
Public propertyNLost
The number of values in the initial part of the series lost to differencing.
Top
See Also