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ARModelGetResiduals Method (Int32)

Gives differences between the observed values and the estimated function values for specified number of the latest observations. http://en.wikipedia.org/wiki/Errors_and_residuals_in_statistics

Namespace:  FinMath.Statistics.Forecast
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
public Vector GetResiduals(
	int count
)

Parameters

count
Type: SystemInt32
Number of residuals to return.

Return Value

Type: Vector
Requested number of last residuals.
See Also