Time Series Analysis Package
Optional Specifications
You can optionally specify one or more of the following 'Name', Value pairs, separated by commas, in the SetOption() statement:
- 'alpha'
specifies the confidence level size, where alpha must be between 0 and 1. The default value is 0.05.
- 'converge'
specifies the convergence criterion.
- 'maxiter'
specifies the maximum number of iterations, where maxiter is an integer.
- 'select'
specifies the distribution selection criterion.
You can specify the following values within single quotation marks:
- AIC
specifies Akaike’s information criterion.
- BIC
specifies the Bayesian information criterion.
- LOGLIK
specifies the log-likelihood.
The default value is LOGLIK.
- 'method'
specifies candidate distribution to use in the analysis.
You can specify the following values within single quotation marks:
- BEST
specifies the best distribution, based on the value of the select argument.
- BINOMIAL
specifies the binomial distribution.
- GEOMETRIC
specifies the geometric distribution.
- NEGBINOMIAL
specifies the negative binomial distribution.
- POISSON
specifies the Poisson distribution.
- ZMBINOMIAL
specifies the zero-modified binomial distribution.
- ZMGEOMETRIC
specifies the zero-modified geometric distribution.
- ZMNEGBINOMIAL
specifies the zero-modified negative binomial distribution.
- ZMPOISSON
specifies the zero-modified Poisson distribution.
The default distribution is BEST.