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ARModel Constructor

Creates an ARModel object with specified order, infinite autoupdate period and infinite maximum observations number.

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

Parameters

order
Type: SystemInt32
Order of autoregressive model.
See Also