Constructor for ARMA.

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

Syntax

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

Parameters

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

Exceptions

ExceptionCondition
System..::.ArgumentException is thrown if p, q, and z.Length are not consistent.

See Also