Constructor for ARMAMaxLikelihood.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public ARMAMaxLikelihood(
	int p,
	int q,
	double[] z
)
Visual Basic (Declaration)
Public Sub New ( _
	p As Integer, _
	q As Integer, _
	z As Double() _
)
Visual C++
public:
ARMAMaxLikelihood(
	int p, 
	int q, 
	array<double>^ z
)

Parameters

p
Type: System..::.Int32
An int scalar equal to the number of autoregressive (AR) parameters.
q
Type: System..::.Int32
A int scalar equal to the number of moving average (MA) parameters.
z
Type: array< System..::.Double >[]()[]
A double array containing the time series.

Exceptions

ExceptionCondition
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.

See Also