The ARMAEstimateMissing type exposes the following members.
Constructors
Name | Description | |
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ARMAEstimateMissing |
Constructor for ARMAEstimateMissing.
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Methods
Name | Description | |
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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.) | |
GetCompleteTimes |
Returns an int array of all time points, including values
for times with missing values in z.
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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.
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GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
GetMissingTimes |
Returns the times at which missing values were estimated.
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GetType |
Gets the Type of the current instance.
(Inherited from Object.) | |
MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) | |
ToString | (Inherited from Object.) |
Properties
Name | Description | |
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ConvergenceTolerance |
The covergence tolerance used by the AR_1 and
AR_p missing value estimation methods.
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EstimationMethod |
The method used for estimating the final autoregressive
coefficients for missing value estimation methods AR_1 and
AR_p.
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MaxIterations |
The maximum number of estimation iterations for missing
value estimation methods AR_1 and AR_p.
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Maxlag |
The maximum number of autoregressive lags when method
AR_p is selected as the missing value estimation method.
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Mean |
The mean value used to center the series.
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MissingValueMethod |
The current missing value estimation method.
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NumberMissing |
The number of missing values in the original series
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RelativeError |
The relative error used for the MethodOfMoments and
LeastSquares estimation methods.
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