The optimum number of lags, p, for the optimum autoregressive AR(p) model. This is the value of p for the transformed series, W_t.

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

Syntax

C#
public int AROrder { get; }
Visual Basic (Declaration)
Public ReadOnly Property AROrder As Integer
Visual C++
public:
property int AROrder {
	int get ();
}

Field Value

An int containing the optimum number of lags in the autoregressive model used to fit the transformed series W_t.

See Also