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DSequenceMovingAverage Method

Calculate coefficients for a moving average model.

Namespace: Austra.Library
Assembly: Austra.Library (in Austra.Library.dll) Version: 2.8.0+77a1ed58155f905ef6d88f42ae024582c7e1b4c3
Syntax
C#
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public DVector MovingAverage(
	int degree
)

Parameters

degree  Int32
Number of degrees in the model.

Return Value

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