The mean used to center the time series z.

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

Syntax

C#
public double Mean { get; set; }
Visual Basic (Declaration)
Public Property Mean As Double
Visual C++
public:
property double Mean {
	double get ();
	void set (double value);
}

Field Value

A double containing the value used to center the series before searching for the optimum number of AR lags. This is equal to the mean of the time series z unless the Mean is set.

Remarks

By default, the time series z is centered about its sample mean.

Exceptions

ExceptionCondition
Imsl.Stat..::.MatrixSingularException is thrown if the input matrix is singular.
Imsl.Stat..::.TooManyCallsException is thrown if the number of calls to the function has exceeded the maximum number of iterations times the number of moving average (MA) parameters + 1.
Imsl.Stat..::.IncreaseErrRelException is thrown if the bound for the relative error is too small.
Imsl.Stat..::.NewInitialGuessException is thrown if the iteration has not made good progress.
Imsl.Stat..::.IllConditionedException is thrown if the problem is ill-conditioned.
Imsl.Stat..::.TooManyIterationsException is thrown if the maximum number of iterations is exceeded.
Imsl.Stat..::.TooManyFunctionEvaluationsException is thrown if the maximum number of function evaluations is exceeded.
Imsl.Stat..::.TooManyJacobianEvalException is thrown if the maximum number of Jacobian evaluations is exceeded.
Imsl.Stat..::.SingularTriangularMatrixException is thrown if the input triangular matrix is singular.
Imsl.Stat..::.NonStationaryException is thrown if the final maximum likelihood estimates for the time series are nonstationary.

See Also