Determines the autoregressive model with the minimum AIC by fitting
autoregressive models from 0 to maxlag lags using the method
of moments or an estimation method specified by the user through
EstimationMethod.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public void Compute() |
| Visual Basic (Declaration) |
|---|
Public Sub Compute |
| Visual C++ |
|---|
public: void Compute() |
Exceptions
| Exception | Condition |
|---|---|
| Imsl.Stat..::.MatrixSingularException | is thrown if the input matrix is singular. |
| Imsl.Stat..::.TooManyCallsException | is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1. |
| Imsl.Stat..::.IncreaseErrRelException | is thrown if the bound for the relative error is too small. |
| Imsl.Stat..::.NewInitialGuessException | is thrown if the iteration has not made good progress. |
| Imsl.Stat..::.IllConditionedException | is thrown if the problem is ill-conditioned. |
| Imsl.Stat..::.TooManyIterationsException | is thrown if the maximum number of iterations is exceeded. |
| Imsl.Stat..::.TooManyFunctionEvaluationsException | is thrown if the maximum number of function evaluations is exceeded. |
| Imsl.Stat..::.TooManyJacobianEvalException | is thrown if the maximum number of Jacobian evaluations is exceeded. |
| Imsl.Stat..::.SingularTriangularMatrixException | is thrown if the input triangular matrix is singular. |
| Imsl.Stat..::.NonStationaryException | is thrown if the final maximum likelihood estimates for the time series are nonstationary. |
