Click or drag to resize

DSequenceAR Method

Creates an autoregressive (AR) sequence.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+e1037fa8802b3ff162e26559d763b73334940b70
Syntax
C#
Copy
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