Constructor for ARSeasonalFit.

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

Syntax

C#
public ARSeasonalFit(
	int maxlag,
	int[,] SInitial,
	double[] z
)
Visual Basic (Declaration)
Public Sub New ( _
	maxlag As Integer, _
	SInitial As Integer(,), _
	z As Double() _
)
Visual C++
public:
ARSeasonalFit(
	int maxlag, 
	array<int,2>^ SInitial, 
	array<double>^ z
)

Parameters

maxlag
Type: System..::.Int32
An int scalar specifying the maximum lag allowed when fitting an AR(p) model.
SInitial
Type: array< System..::.Int32 ,2>[,](,)[,]
An int matrix where each row represents seasonal differences to evaluate. The number of columns in SInitial represent the number of differences to perform. All values of SInitial must be greater than zero.
z
Type: array< System..::.Double >[]()[]
A double array containing the time series.

See Also