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Dew.Stats.TcfInitMethod Enumeration
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ARMA/ARIMA coefficients initial estimate method.

Syntax
C#
Visual Basic
public enum TcfInitMethod : uint { cfInitFixed, cfInitYW, cfInitBurg, cfInitInno, cfInitHannah }
File

StatTimeSerAnalysis.cs

Members
Members 
Description 
cfInitFixed 
User suplied values for phi and theta. 
cfInitYW 
Yule-Walker estimates for pure AR(p) process. 
cfInitBurg 
Burg estimates for pure AR(p) process. 
cfInitInno 
Innovations estimates for ARMA(p,q) process. 
cfInitHannah 
Hannah-Rissanen estimates for ARMA(p,q) process. 
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