Assembly: Stat;
The ISlARMA interface includes properties used to work with the parameters of autoregression and moving mean.
ISlARMA
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. | |
InitMA | The InitMA property determines initial approximations of moving average. | |
InitMASeas | The InitMASeas property determines initial approximations of seasonal moving average. | |
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. | |
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. |
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