Fits an MA(1) model to the time series.
Namespace:
Meta.Numerics.Statistics
Assembly:
Meta.Numerics (in Meta.Numerics.dll) Version: 4.1.4
Syntax public static MA1FitResult FitToMA1(
this IReadOnlyList<double> series
)
<ExtensionAttribute>
Public Shared Function FitToMA1 (
series As IReadOnlyList(Of Double)
) As MA1FitResult
public:
[ExtensionAttribute]
static MA1FitResult^ FitToMA1(
IReadOnlyList<double>^ series
)
[<ExtensionAttribute>]
static member FitToMA1 :
series : IReadOnlyList<float> -> MA1FitResult
Parameters
- series
- Type: System.Collections.GenericIReadOnlyListDouble
The data series.
Return Value
Type:
MA1FitResultThe 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