AutoARIMA.GetPsiWeights Method

AutoARIMAGetPsiWeights 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 optimum model for the outlier free series.

Remarks

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

Reference

AutoARIMA Class

Imsl.Stat Namespace