Missing value estimation methods.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
| C# |
|---|
public enum MissingValueEstimation |
| Visual Basic (Declaration) |
|---|
Public Enumeration MissingValueEstimation |
| Visual C++ |
|---|
public enum class MissingValueEstimation |
Members
| Member name | Description | |
|---|---|---|
| Median |
Indicates that missing values should be estimated using the
median of the values just before and after the missing value
gap.
| |
| CubicSpline |
Indicates that missing values should be estimated using cublic
spline interpolation.
| |
| AR_1 |
Indicates that missing values should be estimated using an
autoregressive time series with 1 lag.
| |
| AR_p |
Indicates that missing values should be estimated using an
autoregressive time series with a maximum lag of Maxlag.
By default Maxlag=10, but this can be changed using the
Maxlag property.
|
