public void AutoRegression_Test01()
{
var lst = nc.GenerateIntSeries(1, 11, 1);
//create series from the list
var ser = new Series(lst);
var ar = new ARIMA();
var coeff = ar.AR(ser, 2);
Assert.Equal(new float[3] {
1.91f, 0.91f, 0.09f
}, coeff.Select(x => Convert.ToSingle(Math.Round((double)x, 2))));
}
public void ARIMA_AR_Test01()
{
var df = DataFrame.FromCsv(filePath: $"../../../testdata/earth_quake.txt", sep: '\t', names: null, parseDate: false);
var newDf = df.SetIndex("Year");
var ts = Series.FromDataFrame(newDf, "Quakes");
//
DataFrame tsdf = ts.TSToDataFrame(lags: 3);
var arima = new ARIMA();
var args = arima.AR(ts, 3);
//MagmaSharp.LinAlg.Lss()
}