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ARMAMean Property
An update of the mean of the time series z.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0
Syntax
public double Mean { get; set; }

Property Value

Type: Double
A double scalar containing the mean of the time series z.
Remarks

If the time series is not centered about its mean, and the least-squares algorithm is used, the mean is not used in parameter estimation. Note that the Compute method must be invoked first before invoking this method. Otherwise, the return value is 0.

See Also