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DSequenceAR Method

Creates an autoregressive (AR) sequence.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
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