IMSL C# Numerical Library

GARCH.GetAR Method 

Returns the estimated values of autoregressive (AR) parameters. Note that the Compute method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.

public double[] GetAR();

Return Value

A double array of size p containing the estimated values of autoregressive (AR) parameters.

See Also

GARCH Class | Imsl.Stat Namespace