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SeriesFitToAR1 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
public static AR1FitResult FitToAR1(
	this IReadOnlyList<double> series
)

Parameters

series
Type: System.Collections.GenericIReadOnlyListDouble
The data series.

Return Value

Type: AR1FitResult
The 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