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 optimum model for the outlier free series.

Remarks

Method Forecast must be invoked before this method is called. Otherwise, an InvalidOperationException exception is thrown.

See Also