TimeSeriesFitToAR1 Method

Fits an AR(1) model to the time series.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public AR1FitResult FitToAR1()

Return Value

AR1FitResult
The fit with parameters lag-1 coefficient, mean, and standard deviation.

See Also