Returns the psi weights used for calculating forecasts from the infinite order moving average form of the ARMA model.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public double[] GetPsiWeights()
Visual Basic (Declaration)
Public Function GetPsiWeights As Double()
Visual C++
public:
array<double>^ GetPsiWeights()

Return Value

A double array of length nForecast containing the psi weights of the infinite order moving average form of the model.

See Also