Example #1
0
        public void ArmaSimulates()
        {
            var _arma        = new ARMAModel(1, 1);
            var simulateData = _arma.SimulateData(_dates, 22);

            Assert.NotNull(simulateData);
            Assert.IsTrue(simulateData.Count > 0);
            Write($"Sample mean: {simulateData.SampleMean()}");
            _arma.TheData = simulateData; // Feed back in
            _arma.FitByMLE(200, 100, 0, null);
            Write(_arma.Description);
        }