You are here: Symbol Reference > StatTimeSerAnalysis Namespace > Structs, Records, Enums > StatTimeSerAnalysis.TcfInitMethod Enumeration
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Stats Master VCL
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StatTimeSerAnalysis.TcfInitMethod Enumeration
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Stats Master VCL
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ARMA/ARIMA coefficients initial estimate method.
TcfInitMethod = ( cfInitFixed, cfInitYW, cfInitBurg, cfInitInno, cfInitHannah );
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Description |
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cfInitFixed |
User suplied values for phi and theta. |
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cfInitYW |
Yule-Walker estimates for pure AR(p) process. |
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cfInitBurg |
Burg estimates for pure AR(p) process. |
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cfInitInno |
Innovations estimates for ARMA(p,q) process. |
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cfInitHannah |
Hannah-Rissanen estimates for ARMA(p,q) process. |
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