Creates a moving average (MA) sequence.
Namespace: Austra.LibraryAssembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+892c66cd78254e5a7ad663c063da400b3042cf5b
Syntaxpublic 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
DSequenceThe sequence encapsulating the time series.
See Also