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TimeSeriesFitToAR1 Method

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
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public AR1FitResult FitToAR1()

Return Value

Type: AR1FitResult
The fit with parameters lag-1 coefficient, mean, and standard deviation.
See Also