ARMAMaxLikelihoodGetPsiWeights Method |
Returns the psi weights used for calculating forecasts from the infinite
order moving average form of the ARMA model.
Namespace: Imsl.StatAssembly: 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 model.
See Also