ARModel Properties

The ARModel type exposes the following members.

Properties

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