EstimationApproach: ARMAEstimationApproach;
EstimationApproach: Prognoz.Platform.Interop.Stat.ARMAEstimationApproach;
The EstimationApproach property determines the method of coefficients estimation.
Two methods of coefficients estimation are available: the least squares method and the maximum likelihood method. The first one enables the user to select optimization method between the Levenberg Marquardt or Quasi-Newton method.
Optimization method is defined in the ISlARMA.EstimationMethod property.
Example of using this property is given in the example for ISlARMA.PeriodSeas.
See also: