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ARMAGetResidual Method
Returns the residuals at the final parameter estimate.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
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public double[] GetResidual()

Return Value

Type: Double
A double array of length z.Length - max(arLags[i]) + length containing the residuals (including backcasts) at the final parameter estimate point in the first z.Length - max(arLags[i]) + nb, where nb is the number of values backcast.
Remarks

Note that the Compute method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.This method is only applicable using least-squares algorithm.

See Also