| AutoARIMA Properties |
The AutoARIMA type exposes the following members.
Properties| Name | Description | |
|---|---|---|
 | AccuracyTolerance |
The tolerance value controlling the accuracy of the parameter
estimates.
|
| AIC |
Akaike's information criterion (AIC) for the optimum model.
|
| AICC |
Akaike's Corrected Information Criterion (AICC) for the optimum
model.
|
| BIC |
The Bayesian Information Criterion (BIC) for the optimum model.
|
| Confidence |
The confidence level used in the calculation of confidence limit
deviations via method GetDeviations.
|
| Constant |
The constant parameter estimate for the optimum model.
|
| CriticalValue |
The critical value used as a threshold during outlier detection.
|
| Delta |
The dampening effect parameter.
|
| MaximumARLag |
The maximum AR lag used in the determination of the optimum (s,d)
combination of method Compute(int[] arOrders, int[] maOrders).
|
| ModelSelectionCriterion |
The model selection criterion used in the optimum model search.
|
| NumberOfOutliers |
The number of detected outliers.
|
| RelativeError |
The stopping criterion for use in the nonlinear equation solver.
|
| ResidualStandardError |
The residual standard error of the outlier free series.
|
See Also