MAModel Properties |
The MAModel type exposes the following members.
| Name | Description | |
|---|---|---|
| Coefficients |
Estimated coefficients of MA model.
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| Forecast |
Expectation of the next value.
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| MaximumObservationsNumber |
Maximum number of values to be considered for estimation of model coefficients.
Exceeding this limit implies forgetting corresponding number of the oldest values.
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| MeanSquaredError |
The prediction variance: an estimate of the portion of the variance of the time series
that is not explained by the autoregressive model.
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| ObservationsNumber |
Actual number of observations contained in the object.
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| Status |
The result of the last estimation.
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