| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma |
| Constructor and Description |
|---|
VARXModel(VECMLongrun vecm)
Construct a VARX(p) from a long-run VECM(p).
|
VECMLongrun(VECMLongrun that)
Copy constructor.
|
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