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MAVModel Class

Represents a moving average model from a vector.
Inheritance Hierarchy
SystemObject
  Austra.LibraryMAModelDVector
    Austra.LibraryMAVModel

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+44e7797405725ef3cf24b3ff0eba94ce6c649601
Syntax
C#
public sealed class MAVModel : MAModel<DVector>

The MAVModel type exposes the following members.

Constructors
 NameDescription
Public methodMAVModel Initializes a moving average model from a vector and a number of degrees.
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Properties
 NameDescription
Public propertyCoefficientsInferred coefficients of the moving average model.
(Inherited from MAModelT)
Public propertyDegreesThe order of the moving average model, i.e. the number of degrees.
(Inherited from MAModelT)
Public propertyMeanThe independent term, or mean, in the MA model.
(Inherited from MAModelT)
Public propertyOriginalGets the data source.
(Inherited from MAModelT)
Public propertyPredictionPredicted samples.
(Inherited from MAModelT)
Public propertyR2Explained variance versus total variance.
(Inherited from MAModelT)
Public propertyResidualsResiduals calculated by the iteration process.
(Inherited from MAModelT)
Public propertyResidualSumSquaresGets the residual sum of squares.
(Inherited from MAModelT)
Public propertyTotalSumSquaresGets the total sum of squares.
(Inherited from MAModelT)
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Methods
 NameDescription
Public methodEqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
Public methodGetHashCodeServes as the default hash function.
(Inherited from Object)
Public methodGetTypeGets the Type of the current instance.
(Inherited from Object)
Public methodToStringGets the string representation of the autoregressive model.
(Inherited from MAModelT)
Public methodToString(String, IFormatProvider)Gets the string representation of the autoregressive model.
(Inherited from MAModelT)
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See Also