ARMAOutlierIdentification.GetPsiWeights Method

ARMAOutlierIdentificationGetPsiWeights Method

Returns the $\psi$ weights of the infinite order moving average form of the 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[]

Return Value

Type: Double
A double array of length nForecast containing the $\psi$ weights of the infinite order moving average form of the model for the outlier free series.

Remarks

Method ComputeForecasts must be invoked before this method is called. Otherwise, an InvalidOperationException exception is thrown.

Reference

ARMAOutlierIdentification Class

Imsl.Stat Namespace