The maximum backward origin used in calculating the forecasts.

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

Syntax

C#
public int BackwardOrigin { get; set; }
Visual Basic (Declaration)
Public Property BackwardOrigin As Integer
Visual C++
public:
property int BackwardOrigin {
	int get ();
	void set (int value);
}

Field Value

An int scalar containing the maximum backward origin.

Remarks

BackwardOrigin must be greater than or equal to 0 and less than or equal to z.Length - p, where p is the optimum number of AR coefficients determined by ARAutoUnivariate. The forecasted values returned will be z.Length - BackwardOrigin through z.Length. By default, BackwardOrigin = 0.

See Also