TimeSeriesFitToAR1 Method
Fits an AR(1) model to the time series.
Namespace: Meta.Numerics.StatisticsAssembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
public AR1FitResult FitToAR1()
Public Function FitToAR1 As AR1FitResult
public:
AR1FitResult^ FitToAR1()
member FitToAR1 : unit -> AR1FitResult
Return Value
AR1FitResultThe fit with parameters lag-1 coefficient, mean, and standard deviation.