The ARMAEstimateMissing type exposes the following members.

Properties

NameDescription
ConvergenceTolerance
The covergence tolerance used by the AR_1 and AR_p missing value estimation methods.
EstimationMethod
The method used for estimating the final autoregressive coefficients for missing value estimation methods AR_1 and AR_p.
MaxIterations
The maximum number of estimation iterations for missing value estimation methods AR_1 and AR_p.
Maxlag
The maximum number of autoregressive lags when method AR_p is selected as the missing value estimation method.
Mean
The mean value used to center the series.
MissingValueMethod
The current missing value estimation method.
NumberMissing
The number of missing values in the original series
RelativeError
The relative error used for the MethodOfMoments and LeastSquares estimation methods.

See Also