The ARMAMaxLikelihood type exposes the following members.
Methods
Name | Description | |
---|---|---|
Compute |
Computes the exact maximum likelihood estimates for the autoregressive
and moving average parameters of an ARMA time series.
| |
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 for lead times
at origins
z.Length-BackwardOrigin-1+j where
.
| |
GetAR |
Returns the final autoregressive parameter estimates.
| |
GetDeviations |
Returns the deviations for each forecast used for calculating the
forecast confidence limits.
| |
GetForecast |
Returns forecasts
| |
GetGradients |
Returns the gradients for the final parameter estimates.
| |
GetHashCode |
Serves as a hash function for a particular type.
(Inherited from Object.) | |
GetMA |
Returns the final moving average parameter estimates.
| |
GetPsiWeights |
Returns the psi weights used for calculating forecasts from the infinite
order moving average form of the ARMA model.
| |
GetResiduals |
The current values of the vector of residuals.
| |
GetTimeSeries |
Returns the time series used to construct ARMAMaxLikelihood.
| |
GetType |
Gets the Type of the current instance.
(Inherited from Object.) | |
IsInvertible |
Tests whether the coefficients in ma are invertible.
| |
IsStationary |
Tests whether the coefficients in ar are stationary.
| |
MemberwiseClone |
Creates a shallow copy of the current Object.
(Inherited from Object.) | |
SetAR |
Sets the initial values for the autoregressive terms to the p
values in ar.
| |
SetMA |
Sets the initial values for the moving average terms to the q
values in ma.
| |
ToString | (Inherited from Object.) |