The method used for estimating the final autoregressive coefficients for missing value estimation methods AR_1 and AR_p.

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

An ARAutoUnivariate.ParamEstimation scalar specifying the method used to estimate the autoregressive coefficients. Valid methods are MethodOfMoments, LeastSquares, and MaxLikelihood.

Remarks

By default, EstimationMethod=ARAutoUnivariate.ParamEstimation.LeastSquares.

See Also