The ARMAEstimateMissing type exposes the following members.

Constructors

NameDescription
ARMAEstimateMissing
Constructor for ARMAEstimateMissing.

Methods

NameDescription
Equals
Determines whether the specified Object is equal to the current Object.
(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.)
GetCompleteTimes
Returns an int array of all time points, including values for times with missing values in z.
GetCompleteTimeSeries
Returns a double precision vector of length tpoints[tpoints.Length-1]-tpoints[0]+1 containing the observed values in the time series z plus estimates for missing values in gaps identified in tpoints.
GetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
GetMissingTimes
Returns the times at which missing values were estimated.
GetType
Gets the Type of the current instance.
(Inherited from Object.)
MemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
ToString
Returns a String that represents the current Object.
(Inherited from Object.)

Properties

NameDescription
ConvergenceTolerance
The covergence tolerance used by the AR_1 and AR_p missing value estimation methods.
EstimationMethod
The method used for estimating the final autoregressive coefficients for missing value estimation methods AR_1 and AR_p.
MaxIterations
The maximum number of estimation iterations for missing value estimation methods AR_1 and AR_p.
Maxlag
The maximum number of autoregressive lags when method AR_p is selected as the missing value estimation method.
Mean
The mean value used to center the series.
MissingValueMethod
The current missing value estimation method.
NumberMissing
The number of missing values in the original series
RelativeError
The relative error used for the MethodOfMoments and LeastSquares estimation methods.

See Also