Returns the residuals at the final parameter estimate.

Return Value

A double array of length z.Length - max(arLags[i]) + length containing the residuals (including backcasts) at the final parameter estimate point in the first z.Length - max(arLags[i]) + nb, where nb is the number of values backcast.

Remarks

Note that the Compute method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.This method is only applicable using least-squares algorithm.

See Also

ARMA Class | Imsl.Stat Namespace

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