ARModelT Class

Represents an autoregressive model AR(p).

Definition

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
C#
public abstract class ARModel<T> : IFormattable
Inheritance
Object    ARModelT
Derived
Implements
IFormattable

Type Parameters

T
The type of the data source.

Properties

CoefficientsInferred coefficients of the autoregressive model.
CorrelationsGets the correlations.
DegreesThe order of the autoregressive model, i.e. the number of degrees.
MatrixThe correlation matrix of the autoregressive model.
OriginalGets the data source.
PredictionPredicted samples.
R2Explained variance versus total variance.
ResidualSumSquaresGets the residual sum of squares.
TotalSumSquaresGets the total sum of squares.

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetTypeGets the Type of the current instance.
(Inherited from Object)
ToStringGets the string representation of the autoregressive model.
(Overrides ObjectToString)
ToString(String, IFormatProvider)Gets the string representation of the autoregressive model.

See Also