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AR1FitResultAlpha Property

Gets the α-parameter of the model.

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
public UncertainValue Alpha { get; }

Property Value

Type: UncertainValue
An estimate, with uncertainty, of the α-parameter of the model, which is the lag-1 auto-correlation of the underlying population from which the series was drawn.
See Also