IMSL C# Numerical Library

ARMAMaxLikelihood.GetResiduals Method 

The current values of the vector of residuals.

public double[] GetResiduals();

Return Value

A double array of length BackwardOrigin containing the residuals for the last BackwardOrigin values in the time series. The Compute and either the Forecast or GetForecast methods must be called before calling this method.

See Also

ARMAMaxLikelihood Class | Imsl.Stat Namespace