type TcfInitMethod = ( cfInitFixed, cfInitYW, cfInitBurg, cfInitInno, cfInitHannah );
ARMA/ARIMA coefficients initial estimate method.
Values
| Name | Description |
|---|---|
| cfInitBurg | Burg estimates for pure AR(p) process. |
| cfInitFixed | User suplied values for phi and theta. |
| cfInitHannah | Hannah-Rissanen estimates for ARMA(p,q) process. |
| cfInitInno | Innovations estimates for ARMA(p,q) process. |
| cfInitYW | Yule-Walker estimates for pure AR(p) process. |