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AR1FitResult Class

Contains the result of a fit of time series data to an AR(1) model.
Inheritance Hierarchy

Namespace:  Meta.Numerics.Statistics
Assembly:  Meta.Numerics (in Meta.Numerics.dll) Version: 4.0.5.0 (4.0.5.0)
Syntax
public sealed class AR1FitResult : FitResult

The AR1FitResult type exposes the following members.

Properties
  NameDescription
Public propertyAlpha
Gets the α-parameter of the model.
Public propertyGoodnessOfFit
Tests the goodness of the AR(1) fit.
Public propertyMu
Gets the μ-parameter of the model.
Public propertyParameters
Gets the parameters of the regression.
(Inherited from FitResult.)
Public propertyResiduals
Gets the residuals of the time series fit.
Public propertySigma
Gets the σ-parameter of the model.
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Methods
  NameDescription
Public methodEquals
Determines whether the specified object is equal to the current object.
(Inherited from Object.)
Public methodGetHashCode
Serves as the default hash function.
(Inherited from Object.)
Public methodGetType
Gets the Type of the current instance.
(Inherited from Object.)
Public methodToString
Returns a string that represents the current object.
(Inherited from Object.)
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See Also