MASModel Class

Represents an autoregressive model from a series.

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
C#
public sealed class MASModel : MAModel<Series>
Inheritance
Object    MAModelSeries    MASModel

Constructors

MASModel Initializes a moving average model from a series and a number of degrees.

Properties

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

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.
(Inherited from MAModelT)
ToString(String, IFormatProvider)Gets the string representation of the autoregressive model.
(Inherited from MAModelT)

See Also