MA1FitResultGoodnessOfFit Property

Tests the goodness of the AR(1) fit.

Definition

Namespace: Meta.Numerics.Statistics
Assembly: Meta.Numerics (in Meta.Numerics.dll) Version: 4.2.0+6d77d64445f7d5d91b12e331399c4362ecb25333
C#
public TestResult GoodnessOfFit { get; }

Return Value

TestResult
A Ljung-Box test for non-correlation of the residuals.

See Also