IMSL C# Numerical Library

ARMA.GetPsiWeights Method 

Returns the psi weights of the infinite order moving average form of the model.

public double[] GetPsiWeights();

Return Value

A double array of length nForecast containing the psi weights of the infinite order moving average form of the model.

Remarks

Note that the forecast method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.

See Also

ARMA Class | Imsl.Stat Namespace