ARMAOutlierIdentificationGetPsiWeights Method |
Returns the
weights of the infinite order moving average
form of the 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
weights of the infinite order moving average
form of the model for the outlier free series.
Remarks
Method ComputeForecasts must be invoked
before this method is called. Otherwise, an
InvalidOperationException exception is thrown.
See Also