ARMAMaxLikelihood.GetResiduals Method

ARMAMaxLikelihoodGetResiduals Method

The current values of the vector of residuals.

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

Syntax

public double[] GetResiduals()

Public Function GetResiduals As Double()

public:
array<double>^ GetResiduals()

member GetResiduals : unit -> float[]

Return Value

Type: Double
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.

Reference

ARMAMaxLikelihood Class

Imsl.Stat Namespace