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,
.
Namespace:
Imsl.Stat.
Assembly: 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() |
Remarks
Warnings are printed if a row in SInitial is skipped due to too many observations lost in the differenced series or if problems occurred computing the optimum AIC using the differenced series.
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..::.NonStationaryException | is thrown if the final maximum likelihood estimates for the time series are nonstationary. |
| Imsl.Stat..::.SingularTriangularMatrixException | is thrown if the input triangular matrix is singular. |
