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DSequenceAutoRegression Method

Calculate coefficients for an autoregressive model.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
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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