MAModelT Class

Represents an moving average model MA(q).

Inheritance Hierarchy

SystemObject
  Austra.LibraryMAModelT
    Austra.LibraryMASModel
    Austra.LibraryMAVModel

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601

Syntax

public abstract class MAModel<T>

The MAModelT type exposes the following members.

Properties

	Name	Description
	Coefficients	Inferred coefficients of the moving average model.
	Degrees	The order of the moving average model, i.e. the number of degrees.
	Mean	The independent term, or mean, in the MA model.
	Original	Gets the data source.
	Prediction	Predicted samples.
	R2	Explained variance versus total variance.
	Residuals	Residuals calculated by the iteration process.
	ResidualSumSquares	Gets the residual sum of squares.
	TotalSumSquares	Gets the total sum of squares.

Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object)
	GetHashCode	Serves as the default hash function. (Inherited from Object)
	GetType	Gets the Type of the current instance. (Inherited from Object)
	ToString	Gets the string representation of the autoregressive model. (Overrides ObjectToString)
	ToString(String, IFormatProvider)	Gets the string representation of the autoregressive model.