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DSequenceAR Method

Creates an autoregressive (AR) sequence.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
Syntax
C#
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public static DSequence AR(
	int size,
	double variance,
	DVector coefficients
)

Parameters

size  Int32
The size of the series.
variance  Double
The variance of the normal distribution.
coefficients  DVector
Autoregressive coefficients.

Return Value

DSequence
The sequence encapsulating the time series.
See Also