ArimaModel Properties

Properties

AutoRegressiveOrder Gets or sets the number of auto-regressive terms in the ARIMA model.
AutoRegressiveParameters Gets the parameters corresponding to the auto-regressive terms in the model.
BaseFeatureIndex Gets an index containing the keys of the columns that are required inputs to the model.
(Inherited from Model)
Computed Gets whether the model has been computed.
(Inherited from Model)
Obsolete.
CovarianceMatrix Gets the covariance matrix of the model parameters.
(Inherited from TimeSeriesModel<T>)
Data Gets an object that contains all the data used as input to the model.
(Inherited from Model)
DegreeOfDifferencing Gets or sets the degree of differencing of the ARIMA model.
DegreesOfFreedom Gets the total degrees of freedom of the data.
(Inherited from TimeSeriesModel<T>)
ErrorVariance Gets the error variance of the time series.
EstimateMean Gets or sets whether the model contains a constant (mean) term.
Fitted Gets whether the model has been computed.
(Inherited from Model)
InputSchema Gets the schema for the features used for fitting the model.
(Inherited from Model)
LogLikelihood Gets the log-likelihood that the model generated the data.
(Inherited from TimeSeriesModel<T>)
MaxDegreeOfParallelism Gets or sets the maximum degree of parallelism enabled by this instance.
(Inherited from Model)
Mean Gets or sets the mean of the time series.
ModelSchema Gets the collection of variables used in the model.
(Inherited from Model)
MovingAverageOrder Gets or sets the number of moving average terms in the ARIMA model.
MovingAverageParameters Gets the parameters corresponding to the moving averagw terms in the model.
NumberOfObservations Gets the number of observations the model is based on.
(Inherited from Model)
ParallelOptions Gets or sets an object that specifies how the calculation of the model should be parallelized.
(Inherited from Model)
Parameters Gets the collection of parameters associated with this model.
(Inherited from TimeSeriesModel<T>)
ParameterValues Gets the collection of parameters associated with this model.
(Inherited from TimeSeriesModel<T>)
Predictions Gets a vector containing the model's predicted values for the dependent variable.
(Inherited from TimeSeriesModel<T>)
PseudoRSquared Gets the pseudo R Squared value for the ARIMA model.
Residuals Gets a vector containing the residuals of the model.
(Inherited from TimeSeriesModel<T>)
ResidualSumOfSquares Gets the sum of squares of the residuals of the model.
(Inherited from TimeSeriesModel<T>)
StandardError Gets the standard error of the regression.
(Inherited from TimeSeriesModel<T>)
Status Gets the status of the model, which determines which information is available.
(Inherited from Model)
SupportsWeights Indicates whether the model supports case weights.
(Inherited from Model)
TimeSeries Gets the time series that is being modeled.
(Inherited from TimeSeriesModel<T>)
Weights Gets or sets the actual weights.
(Inherited from Model)

See Also