ISlARMA

Assembly: 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.
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.

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