ARMAMaxLikelihood.GetPsiWeights Method

ARMAMaxLikelihoodGetPsiWeights Method

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

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public double[] GetPsiWeights()

Public Function GetPsiWeights As Double()

public:
array<double>^ GetPsiWeights()

member GetPsiWeights : unit -> float[]

Type: Double
A double array of length nForecast containing the psi weights of the infinite order moving average form of the model.