DSequenceAutoRegression Method

Calculate coefficients for an autoregressive model.

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
public DVector AutoRegression(
	int degree
)

Parameters

degree  Int32
Number of degrees in the model.

Return Value

DVector
The coefficients of the AR(degree) model.

See Also