SeriesFitToAR1 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 static AR1FitResult FitToAR1(
	this IReadOnlyList<double> series
)

VB

<ExtensionAttribute>
Public Shared Function FitToAR1 ( 
	series As IReadOnlyList(Of Double)
) As AR1FitResult

C++

public:
[ExtensionAttribute]
static AR1FitResult^ FitToAR1(
	IReadOnlyList<double>^ series
)

F#

[<ExtensionAttribute>]
static member FitToAR1 : 
        series : IReadOnlyList<float> -> AR1FitResult

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

In Visual Basic and C#, you can call this method as an instance method on any object of type IReadOnlyListDouble. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).