ISlARMA.EstimationApproach

Syntax

EstimationApproach: ARMAEstimationApproach;

Description

The EstimationApproach property determines the method of coefficients estimation.

Comments

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

Example of using this property is given in the example for ISlARMA.PeriodSeas.