The ArimaOrderSearchType property is used to determine methods of the ARIMA model specification.
It is used by the following property:
Value | Brief description | |
0 | FixOrder. The set orders AR, MA, SAR, SMA and the orders of differentiation (seasonal and non-seasonal) are used. | |
1 | FixOnlyDiff. The orders of differentiation (seasonal and non-seasonal) are set only, the orders AR, MA, SAR, SMA are selected. | |
2 | SearchAll. The specification of the ARIMA model is entirely selected. | |
3 | SearchAllUnitRoot. The specification of the ARIMA model is entirely selected accounting for complex unit roots. |
See also: