Summary
ARMA/ARIMA coefficients initial estimate method.
Unit
StatTimeSerAnalysis
Declaration
TcfInitMethod = (cfInitFixed,cfInitYW,cfInitBurg,cfInitInno,cfInitHannah);
| Value | Description |
|---|
| cfInitFixed | User suplied values for phi and theta. |
| cfInitYW | Wule-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. |
| Copyright 2008 Dew Research |
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