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ARModelMaximumObservationsNumber Property

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
C#
public int MaximumObservationsNumber { get; set; }

Property Value

Type: Int32
See Also