ARModelMaximumObservationsNumber Property
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Maximum number of values to be considered for estimation of model coefficients.
Exceeding this limit implies forgetting corresponding number of the oldest values.
Namespace:
FinMath.Statistics.Forecast
Assembly:
FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax public int MaximumObservationsNumber { get; set; }
Property Value
Type:
Int32See Also