IMSL C# Numerical Library

ARMAMaxLikelihood.GetPsiWeights Method 

Returns the psi weights used for calculating forecasts from the infinite order moving average form of the ARMA 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.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace