The maximum number of autoregressive lags when method AR_p is selected as the missing value estimation method.

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

Syntax

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

Field Value

An int scalar value equal to the maximum number of autoregressive lags. Maxlag must be greater than z.Length-5. By default Maxlag=10.

See Also