The ARMA type exposes the following members.

Properties

NameDescription
BackwardOrigin
The maximum backward origin.
Center
The center option.
Confidence
The confidence level for calculating confidence limit deviations returned from GetDeviations.
Constant
The constant parameter estimate.
ConvergenceTolerance
The tolerance level used to determine convergence of the nonlinear least-squares algorithm.
InnovationVariance
The variance of the random shock.
MaxIterations
The maximum number of iterations.
Mean
An update of the mean of the time series z.
Method
The method used to estimate the autoregressive and moving average parameters estimates.
NumberOfProcessors
Perform the parallel calculations with the maximum possible number of processors set to NumberOfProcessors.
RelativeError
The stopping criterion for use in the nonlinear equation solver.
SSResidual
The sum of squares of the random shock.
Variance
The variance of the time series z.

See Also