The ARSeasonalFit type exposes the following members.

Constructors

NameDescription
ARSeasonalFit
Constructor for ARSeasonalFit.

Methods

NameDescription
Compute
Computes the minimum AIC and optimum values for s and d based upon the candidates provided in SInitial and DInitial, and computes the values for the transformed series, W_t(s,d).
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.)
GetAR
Returns the final autoregressive parameter estimates at the optimum in the transformed series W_t.
GetDInitial
Returns the candidate values for d to evaluate.
GetHashCode
Serves as a hash function for a particular type.
(Inherited from Object.)
GetOptimumD
Returns the optimum values for d selected among the candidates in DInitial.
GetOptimumS
Returns the optimum values for s selected among the candidates in SInitial.
GetSInitial
Returns the candidate values for s to evaluate.
GetTimeSeries
Returns the time series.
GetTransformedTimeSeries
Returns the transformed series, W_t(s,d).
GetType
Gets the Type of the current instance.
(Inherited from Object.)
MemberwiseClone
Creates a shallow copy of the current Object.
(Inherited from Object.)
SetDInitial
Sets the candidate values for selecting the optimum seasonal adjustment prior to calling the compute method.
ToString
Returns a String that represents the current Object.
(Inherited from Object.)

Properties

NameDescription
AIC
The final estimate for Akaike's Information Criterion (AIC) at the optimum.
AROrder
The optimum number of lags, p, for the optimum autoregressive AR(p) model. This is the value of p for the transformed series, W_t.
Center
The setting for centering the input time series.
Exclude
Controls whether to exclude or replace the intial values in the transformed series.
Maxlag
The maximum lag used to fit the AR(p) model.
NLost
The number of values in the initial part of the series lost to differencing.

See Also