Package | Description |
---|---|
dev.nm.stat.evt.timeseries |
Modifier and Type | Class and Description |
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class |
MARModel
This is equivalent to MARMA(p, 0).
|
class |
MMAModel
This is equivalent to MARMA(0, q).
|
Modifier and Type | Method and Description |
---|---|
MARMAModel |
MARMASim.getModel()
Get the MARMA model.
|
Constructor and Description |
---|
MARMASim(MARMAModel model)
Create an instance with the given
MARMAModel . |
MARMASim(MARMAModel model,
RandomNumberGenerator generator)
Create an instance with the given
MARMAModel , but override the innovation generation
by the the given generator. |
MARMASim(MARMAModel model,
RandomNumberGenerator generator,
double[] initials)
Create an instance with the given
MARMAModel and initial values, but override the
innovation generation by the the given generator. |
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