ISlARMA

Assembly: Stat;

Namespace: Prognoz.Platform.Interop.Stat;

Description

The ISlARMA interface includes properties used to work with the parameters of autoregression and moving mean.

Inheritance Hierarchy

          ISlARMA

Properties

	Property name	Brief description
	ARRootsIm	The ARRootsIm property returns values of imaginary part of AR process characteristic roots.
	ARRootsRe	The ARRootsRe property returns values of real part of AR process characteristic roots.
	CalcInitMode	The CalcInitMode property selects method of determining initial approximations.
	CoefficientsAR	The CoefficientsAR property returns autoregression coefficients.
	CoefficientsARSeas	The CoefficientsARSeas property returns seasonal autoregression coefficients.
	CoefficientsMA	The CoefficientsMA property returns moving average coefficients.
	CoefficientsMASeas	The CoefficientsMASeas property returns seasonal moving average coefficients.
	Diff	The Diff property determines the difference.
	DiffSeas	The DiffSeas property defines seasonal difference.
	EstimationApproach	The EstimationApproach property determines the method of coefficients estimation.
	EstimationMethod	The EstimationMethod property determines optimization method.
	InitAR	The InitAR property determines initial approximations of autoregression.
	InitARSeas	The InitARSeas property determines initial approximations of seasonal autoregression.
	InitIntercept	Outdated. Use IIntercept.InitValue. The InitIntercept property determines initial approximation for the constant.
	InitMA	The InitMA property determines initial approximations of moving average.
	InitMASeas	The InitMASeas property determines initial approximations of seasonal moving average.
	LambdaLevenbergMarquardt	Outdated. The LambdaLevenbergMarquardt property determines value of the regularization parameter used by the optimization method ARMAEstimationMethodType.LevenbergMarquardt.
	MARootsIm	The MARootsIm property returns values of the imaginary part of MA process characteristic roots.
	MARootsRe	The MARootsRe property returns values of the real part of MA process characteristic roots.
	MaxIteration	The MaxIteration property determines the maximum number of iterations.
	MaxStep	Outdated. The MaxStep property determines maximum distance between initial approximations of autoregression and seasonal average.
	OrderAR	The OrderAR property determines an autoregression order.
	OrderARSeas	The OrderARSeas property determines seasonal autoregression order.
	OrderMA	The OrderMA property determines moving average order.
	OrderMASeas	The OrderMASeas property determines order of seasonal moving average.
	PeriodSeas	The PeriodSeas property determines seasonality period.
	Tolerance	The Tolerance property determines calculation accuracy.
	UseAnalyticDeriv	The UseAnalyticDeriv property determines whether analytical derivatives are used in solution search.
	UseARMAasInstrums	The UseARMAasInstrums property determines whether lagged values of explained and explanatory variables are to be used as advanced tools.
	UseBackCast	The UseBackCast property determines whether backcast should be used when estimating moving average coefficients.
	UseFittedInForecast	The UseFittedInForecast property determines, whether the first forecast values are calculated in the autoregression model based on modeled values.

Methods

	Property name	Brief description
	ParseAR	The ParseAR method parses string representation of autoregression order.
	ParseARSeas	The ParseARSeas method parses string representation of seasonal autoregression order.
	ParseMA	The ParseMA method parses string representation of moving average order.
	ParseMASeas	The ParseMASeas method parses string representation of seasonal moving average order.

See also:

Stat Assembly Interfaces | Calculating Method with Specifying Seasonal Autoregression and Moving Average