ARMA.GetPsiWeights Method

ARMAGetPsiWeights 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[]

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

Remarks

Note that the forecast method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.