MAModelT Class

Represents an moving average model MA(q).

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public abstract class MAModel<T>
Inheritance
Object    MAModelT
Derived

Type Parameters

T
The type of the data source.

Properties

CoefficientsInferred coefficients of the moving average model.
DegreesThe order of the moving average model, i.e. the number of degrees.
MeanThe independent term, or mean, in the MA model.
OriginalGets the data source.
PredictionPredicted samples.
R2Explained variance versus total variance.
ResidualsResiduals calculated by the iteration process.
ResidualSumSquaresGets the residual sum of squares.
TotalSumSquaresGets the total sum of squares.

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
ToStringGets the string representation of the autoregressive model.
(Overrides ObjectToString)
ToString(String, IFormatProvider)Gets the string representation of the autoregressive model.

See Also