Package | Description |
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dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma |
Modifier and Type | Method and Description |
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ARMAForecastOneStep |
ARMAForecastMultiStep.getARMAForecastOneStep()
Gets the auxiliary ARMA one-step ahead forecaster.
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Constructor and Description |
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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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