Returns the residuals at the final parameter estimate.
Namespace:
Imsl.Stat
Assembly:
ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public double[] GetResidual() |
Visual Basic (Declaration) |
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Public Function GetResidual As Double() |
Visual C++ |
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public: array<double>^ GetResidual() |
Return Value
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.