ARModelT Class

Represents an autoregressive model AR(p).

Inheritance Hierarchy

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601

Syntax

public abstract class ARModel<T> : IFormattable

The ARModelT type exposes the following members.

Properties

	Name	Description
	Coefficients	Inferred coefficients of the autoregressive model.
	Correlations	Gets the correlations.
	Degrees	The order of the autoregressive model, i.e. the number of degrees.
	Matrix	The correlation matrix of the autoregressive model.
	Original	Gets the data source.
	Prediction	Predicted samples.
	R2	Explained variance versus total variance.
	ResidualSumSquares	Gets the residual sum of squares.
	TotalSumSquares	Gets the total sum of squares.

Methods

	Name	Description
	Equals	Determines whether the specified object is equal to the current object. (Inherited from Object)
	GetHashCode	Serves as the default hash function. (Inherited from Object)
	GetType	Gets the Type of the current instance. (Inherited from Object)
	ToString	Gets the string representation of the autoregressive model. (Overrides ObjectToString)
	ToString(String, IFormatProvider)	Gets the string representation of the autoregressive model.