Fits an AR(1) model to the time series.
Namespace:
Meta.Numerics.Statistics
Assembly:
Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax public static AR1FitResult FitToAR1(
this IReadOnlyList<double> series
)
<ExtensionAttribute>
Public Shared Function FitToAR1 (
series As IReadOnlyList(Of Double)
) As AR1FitResult
public:
[ExtensionAttribute]
static AR1FitResult^ FitToAR1(
IReadOnlyList<double>^ series
)
[<ExtensionAttribute>]
static member FitToAR1 :
series : IReadOnlyList<float> -> AR1FitResult
Parameters
- series
- Type: System.Collections.GenericIReadOnlyListDouble
The data series.
Return Value
Type:
AR1FitResultThe fit with parameters lag-1 coefficient, mean, and standard deviation.
Usage Note
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).
See Also