_diffHeads | QuantConnect.Indicators.TimeSeriesIndicator | protected |
ArParameters | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
ArResidualError | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
AutoRegressiveIntegratedMovingAverage(string name, int arOrder, int diffOrder, int maOrder, int period, bool intercept=true) | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
AutoRegressiveIntegratedMovingAverage(int arOrder, int diffOrder, int maOrder, int period, bool intercept) | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
ComputeNextValue(IndicatorDataPoint input) | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | protected |
CumulativeSum(List< double > series, bool reverse=false) | QuantConnect.Indicators.TimeSeriesIndicator | static |
DifferenceSeries(int d, double[] series, out double[] diffHeads) | QuantConnect.Indicators.TimeSeriesIndicator | static |
HandleExceptions | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
Intercept | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
InverseDifferencedSeries(double[] series, double[] diffHeads) | QuantConnect.Indicators.TimeSeriesIndicator | static |
IsReady | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
LaggedSeries(int p, double[] series, bool includeT=false) | QuantConnect.Indicators.TimeSeriesIndicator | static |
MaParameters | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
MaResidualError | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
Reset() | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |
TimeSeriesIndicator(string name) | QuantConnect.Indicators.TimeSeriesIndicator | protected |
WarmUpPeriod | QuantConnect.Indicators.AutoRegressiveIntegratedMovingAverage | |