Sets the ARMAInfo object to previously determined values
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
Visual Basic (Declaration) |
---|
Public Sub SetARMAInfo ( _
constant As Double, _
ar As Double(), _
ma As Double(), _
var As Double _
) |
Parameters
- constant
- Type: System..::.Double
A double scalar equal to the constant
term in the ARMA model.
- ar
- Type: array<
System..::.Double
>[]()[]
A double array of length p
containing estimates of the autoregressive parameters.
- ma
- Type: array<
System..::.Double
>[]()[]
A double array of length q
containing estimates of the moving average parameters.
- var
- Type: System..::.Double
A double scalar equal to the innovation
variance
See Also