SeriesTMovingAverage Method

Finds the coefficients for a moving average model.

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public DVector MovingAverage(
	int degree
)

Parameters

degree  Int32
Number of coefficients in the model.

Return Value

DVector
The coefficients of the MA(degree) model. The first coefficient is the constant term.

See Also