DSequenceMA Method

Creates a moving average (MA) sequence.

Definition

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

Parameters

size  Int32
The size of the series.
variance  Double
The variance of the normal distribution.
coefficients  DVector
Moving average coefficients. The first term is the independent term.

Return Value

DSequence
The sequence encapsulating the time series.

See Also