Returns the psi weights of the infinite order moving average form of the 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.

Remarks

Note that the forecast method must be invoked first before invoking this method. Otherwise, the method throws a NullReferenceException exception.

See Also