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MAModel Properties

The MAModel type exposes the following members.

Properties
  NameDescription
Public propertyCoefficients
Estimated coefficients of MA model.
Public propertyForecast
Expectation of the next value.
Public propertyMaximumObservationsNumber
Maximum number of values to be considered for estimation of model coefficients. Exceeding this limit implies forgetting corresponding number of the oldest values.
Public propertyMeanSquaredError
The prediction variance: an estimate of the portion of the variance of the time series that is not explained by the autoregressive model.
Public propertyObservationsNumber
Actual number of observations contained in the object.
Public propertyStatus
The result of the last estimation.
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