public List <double[]> Fit()
{
var vec = new List <double[]>();
ARMAFoundation ar_math = new ARMAFoundation();
var armaCoe = ar_math.computeARMACoe(this.data, this.p, this.q);
var arCoe = new double[this.p + 1];
for (int i = 0; i < arCoe.Length; i++)
{
arCoe[i] = armaCoe[i];
}
var maCoe = new double[this.q + 1];
for (int i = 0; i < maCoe.Length; i++)
{
maCoe[i] = armaCoe[i + this.p + 1];
}
//aggregate coefficients
vec.Add(arCoe);
vec.Add(maCoe);
return(vec);
}
