The estimation method used for estimating the final estimates for the autoregressive coefficients.

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

Syntax

C#
public ARAutoUnivariate..::.ParamEstimation EstimationMethod { get; set; }
Visual Basic (Declaration)
Public Property EstimationMethod As ARAutoUnivariate..::.ParamEstimation
Visual C++
public:
property ARAutoUnivariate..::.ParamEstimation EstimationMethod {
	ARAutoUnivariate..::.ParamEstimation get ();
	void set (ARAutoUnivariate..::.ParamEstimation value);
}

Field Value

A ParamEstimation specifying the method used to estimate the autoregressive parameters estimates.

Remarks

ARAutoUnivariate.ParamEstimation Method Description
MethodOfMoments Autoregressive parameters are estimated by a method of moments procedure.
LeastSquares Autoregressive parameters are estimated by a least-squares procedure
MaxLikelihood Autoregressive parameters are estimated by a maximum likelihood procedure.

By default, EstimationMethod = ARAutoUnivariate.ParamEstimation.LeastSquares.

See Also