The AutoARIMA type exposes the following members.

Properties

NameDescription
AccuracyTolerance
The tolerance value controlling the accuracy of the parameter estimates.
AIC
Akaike's information criterion (AIC) for the optimum model.
AICC
Akaike's Corrected Information Criterion (AICC) for the optimum model.
BIC
The Bayesian Information Criterion (BIC) for the optimum model.
Confidence
The confidence level used in the calculation of confidence limit deviations via method GetDeviations.
Constant
The constant parameter estimate for the optimum model.
CriticalValue
The critical value used as a threshold during outlier detection.
Delta
The dampening effect parameter.
MaximumARLag
The maximum AR lag used in the determination of the optimum (s,d) combination of method Compute(int[] arOrders, int[] maOrders).
ModelSelectionCriterion
The model selection criterion used in the optimum model search.
NumberOfOutliers
The number of detected outliers.
RelativeError
The stopping criterion for use in the nonlinear equation solver.
ResidualStandardError
The residual standard error of the outlier free series.

See Also