The ARAutoUnivariate type exposes the following members.
Methods
Name | Description | |
---|---|---|
Compute |
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.
| |
Equals | (Inherited from Object.) | |
Finalize |
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
(Inherited from Object.) | |
Forecast |
Returns forecasts and associated confidence interval offsets.
| |
GetAR |
Returns the final autoregressive parameter estimates at the
optimum AIC using the estimation method specified in
EstimationMethod.
| |
GetDeviations |
Returns the deviations for each forecast used for calculating the
forecast confidence limits.
| |
GetForecast |
Returns a specified number of forecasts beyond the last value in the series.
| |
GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
GetResiduals |
Returns the current values of the vector of residuals.
| |
GetTimeSeries |
Returns the time series used for estimating the minimum AIC and the
autoregressive coefficients.
| |
GetTimsacAR |
Returns the final auto regressive parameter estimates at the
optimum AIC estimated by the original TIMSAC routine (UNIMAR).
| |
GetType |
Gets the Type of the current instance.
(Inherited from Object.) | |
MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) | |
ToString | (Inherited from Object.) |