public class VARLinearRepresentation extends VARModel
| Modifier and Type | Field and Description |
|---|---|
static int |
DEFAULT_NUMBER_OF_LAGS
the default number of lags
|
| Constructor and Description |
|---|
VARLinearRepresentation(VARMAModel model)
Construct the linear representation of an ARMA model up to the default number of lags
DEFAULT_NUMBER_OF_LAGS. |
VARLinearRepresentation(VARMAModel model,
int nLags)
Construct the linear representation of an ARMA model.
|
conditionalMean, getDemeanedModel, unconditionalMeangetVARMApublic static final int DEFAULT_NUMBER_OF_LAGS
public VARLinearRepresentation(VARMAModel model, int nLags)
model - an ARMA modelnLags - the number of lagspublic VARLinearRepresentation(VARMAModel model)
DEFAULT_NUMBER_OF_LAGS.model - an ARMA modelCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.