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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+892c66cd78254e5a7ad663c063da400b3042cf5b
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