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AR1FitResultGoodnessOfFit Property

Tests the goodness of the AR(1) fit.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax
public TestResult GoodnessOfFit { get; }

Return Value

Type: TestResult
A Ljung-Box test for non-correlation of the residuals.
See Also