IArimaSpecificationInitialValues

Description

The IArimaSpecificationInitialValues interface defines the starting values of the parameters of the ARIMA method.

Properties

  Property name Brief description
The AutoRegression property determines initial values for autoregression coefficients.
The ExogenousCoefficients property determines initial values for exogenous variables coefficients.
The MovingAverage property determines initial values for moving average coefficients.
The SeasonalAutoRegression property determines initial values for seasonal autoregression coefficients.
The SeasonalMovingAverage property determines initial values for seasonal moving average coefficients.

See also:

Stat Assembly Interfaces | ISmArima | IArimaSpecification