Uses of Class
com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARXModel

Packages that use VARXModel

Package	Description
com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma

Uses of VARXModel in com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma

Constructors in com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma with parameters of type VARXModel

Constructor and Description
VARXModel(VARXModel that) Copy constructor.
VECMLongrun(VARXModel varx) Construct a long-run VECM(p) from a VARX(p).
VECMTransitory(VARXModel varx) Construct a transitory VECM(p) from a VARX(p).