The method used to estimate the autoregressive and moving average parameters estimates.

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

Syntax

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

Field Value

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

Remarks

If ARMA.ParamEstimation.MethodOfMoments is specified, the autoregressive and moving average parameters are estimated by a method of moments procedure.

If ARMA.ParamEstimation.LeastSquares is specified, the autoregressive and moving average parameters are estimated by a least-squares procedure. By default, Method = ARMA.ParamEstimation.MethodOfMoments.

See Also