| Package | Description |
|---|---|
| com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma |
| Modifier and Type | Method and Description |
|---|---|
ARMAForecastOneStep |
ARMAForecastMultiStep.getARMAForecastOneStep()
Gets the auxiliary ARMA one-step ahead forecaster.
|
| Constructor and Description |
|---|
ARMAForecastMultiStep(IntTimeTimeSeries xt,
ARMAModel arma,
int h,
InnovationsAlgorithm inn,
ARMAForecastOneStep forecast1)
Makes the h-step ahead prediction for an ARMA model.
|
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