FinMath.Statistics.Forecast Namespace |
Classes| Class | Description | |
|---|---|---|
 | ARModel |
Implementation of autoregressive (AR) model.
http://en.wikipedia.org/wiki/Autoregression
|
| MAModel |
Implementation of autoregressive (MA) model.
http://en.wikipedia.org/wiki/Autoregression
|
Enumerations| Enumeration | Description | |
|---|---|---|
 | ARModelFitMethod |
Methods used to fit the model.
|