IArimaSpecificationInitialValues

Description

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

Properties

  Property name Brief description
AutoRegression

The AutoRegression property determines initial values for autoregression coefficients.
ExogenousCoefficients

The ExogenousCoefficients property determines initial values for exogenous variables coefficients.
MovingAverage

The MovingAverage property determines initial values for moving average coefficients.
SeasonalAutoRegression

The SeasonalAutoRegression property determines initial values for seasonal autoregression coefficients.
SeasonalMovingAverage

The SeasonalMovingAverage property determines initial values for seasonal moving average coefficients.

See also:

Stat Assembly Interfaces | IArimaSpecification