The ARMA type exposes the following members.
Constructors
| Name | Description | |
|---|---|---|
 | ARMA |
Constructor for ARMA.
|
Methods
| Name | Description | |
|---|---|---|
| Compute |
Computes least-square estimates of parameters for an ARMA model.
|
| Equals | (Inherited from Object.) |
 | Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) |
| Forecast |
Computes forecasts and their associated probability limits for an
ARMA model.
|
| GetAR |
Returns the final autoregressive parameter estimates.
|
| GetAutoCovariance |
Returns the autocovariances of the time series z.
|
| GetDeviations |
Returns the deviations for each forecast used for calculating the
forecast confidence limits.
|
| GetForecast | Returns forecasts
|
| GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) |
| GetMA |
Returns the final moving average parameter estimates.
|
| GetNumberOfBackcasts |
Returns the number of backcasts used to calculate the AR coefficients
for the time series z.
|
| GetParamEstimatesCovariance |
Returns the covariances of parameter estimates.
|
| GetPsiWeights |
Returns the psi weights of the infinite order moving average form of the
model.
|
| GetResidual |
Returns the residuals at the final parameter estimate.
|
| GetType |
Gets the Type of the current instance.
(Inherited from Object.) |
| MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) |
| SetARLags |
The order of the autoregressive parameters.
|
| SetARMAInfo |
Sets the ARMAInfo object to previously determined values
|
| SetBackcasting |
Sets backcasting option.
|
| SetInitialAREstimates |
Sets preliminary autoregressive estimates.
|
| SetInitialEstimates |
Sets preliminary estimates.
|
| SetInitialMAEstimates |
Sets preliminary moving average estimates.
|
| SetMALags |
Sets the order of the moving average parameters.
|
| ToString | (Inherited from Object.) |
Properties
| 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.
|
