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DVectorMAModel Method

Creates an MA model from a vector and a degree.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
Syntax
C#
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public MAVModel MAModel(
	int degree
)

Parameters

degree  Int32
Number of independent variables in the model.

Return Value

MAVModel
A full moving average model.
Remarks
Coefficients are estimated using iterated OLS.
See Also