The ARAutoUnivariate type exposes the following members.

Methods

NameDescription
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
Determines whether the specified Object is equal to the current Object.
(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
Returns a String that represents the current Object.
(Inherited from Object.)

See Also