public class AutoCorrelation extends AutoCorrelationFunction
ARMAacf and TacvfAR in package FitAR.Function.EvaluationException| Constructor and Description |
|---|
AutoCorrelation(ARMAModel model,
int nLags)
Compute the auto-correlation function for an ARMA model.
|
| Modifier and Type | Method and Description |
|---|---|
double |
evaluate(double i)
Get the i-th auto-correlation.
|
double |
evaluate(double i,
double j)
Evaluate y = f(x1,x2).
|
getevaluatedimensionOfDomain, dimensionOfRangeclone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitdimensionOfDomain, dimensionOfRangepublic AutoCorrelation(ARMAModel model, int nLags)
model - an ARIMA modelnLags - the number of lagspublic double evaluate(double i,
double j)
BivariateRealFunctioni - x1j - x2public double evaluate(double i)
i - the lag orderCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.