The constant parameter in the ARMA series.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public double Constant { get; set; } |
| Visual Basic (Declaration) |
|---|
Public Property Constant As Double |
| Visual C++ |
|---|
public: property double Constant { double get (); void set (double value); } |
Field Value
A double scalar containing the constant term in the ARMA model.Remarks
By default, the constant term is initially estimated using ARMA
method of moments estimation.
