ArimaModel Class

public class ArimaModel : TimeSeriesModel<double>

Public Class ArimaModel
	Inherits TimeSeriesModel(Of Double)

public ref class ArimaModel : public TimeSeriesModel<double>

type ArimaModel = 
    class
        inherit TimeSeriesModel<float>
    end

Inheritance

Object  →  Model  →  TimeSeriesModel<Double>  →  ArimaModel

Use the ArimaModel class to represent Auto-Regressive Integrated Moving Average (ARIMA) models using the methodology of Box and Jenkins.

The ArimaModel class can represent pure auto-regressive (AR) models, pure moving average (MA) models, mixed auto-regressive and moving average (ARMA) models, as well as the integrated form of all of these (ARIMA).

Reference