DSequenceAR Method
Creates an autoregressive (AR) sequence.
Namespace: Austra.LibraryAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
public static DSequence AR(
int size,
double variance,
DVector coefficients
)
- size Int32
- The size of the series.
- variance Double
- The variance of the normal distribution.
- coefficients DVector
- Autoregressive coefficients.
DSequenceThe sequence encapsulating the time series.