The ARSeasonalFit type exposes the following members.

Properties

NameDescription
AIC
The final estimate for Akaike's Information Criterion (AIC) at the optimum.
AROrder
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.
Center
The setting for centering the input time series.
Exclude
Controls whether to exclude or replace the intial values in the transformed series.
Maxlag
The maximum lag used to fit the AR(p) model.
NLost
The number of values in the initial part of the series lost to differencing.

See Also