IMSL C# Numerical Library

ARMA.Mean Property

An update of the mean of the time series z.

public double Mean {get; set;}

Property Value

A double scalar containing the mean of the time series z.

Remarks

If the time series is not centered about its mean, and the least-squares algorithm is used, the mean is not used in parameter estimation. Note that the Compute method must be invoked first before invoking this method. Otherwise, the return value is 0.

See Also

ARMA Class | Imsl.Stat Namespace