| Constructor and Description |
|---|
VARModel(ARModel model)
Construct a multivariate model from a univariate AR model.
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| Modifier and Type | Class and Description |
|---|---|
class |
LinearRepresentation
The linear representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of AR terms.
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| Constructor and Description |
|---|
ARModel(ARModel that)
Copy constructor.
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