Constructor and Description |
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VARIMAModel(ARIMAModel model)
Construct a multivariate model from a univariate ARIMA model.
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Modifier and Type | Method and Description |
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ARIMAModel |
AutoARIMAFit.optimalModelByAIC()
Selects the optimal ARIMA model by AIC.
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ARIMAModel |
AutoARIMAFit.optimalModelByAICC()
Selects the optimal ARIMA model by AICC.
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Constructor and Description |
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ARIMAForecast(IntTimeTimeSeries xt,
ARIMAModel arima)
Constructs a forecaster for a time series assuming ARIMA model.
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ARIMAForecastMultiStep(IntTimeTimeSeries xt,
ARIMAModel arima,
int h)
Makes the h-step ahead prediction for an ARIMA model.
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ARIMAModel(ARIMAModel that)
Copy constructor.
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ARIMASim(ARIMAModel arima)
Construct an ARIMA model, using random standard Gaussian innovations.
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ARIMASim(ARIMAModel arima,
double[] lags,
double[] innovations,
RandomNumberGenerator rng)
Construct an ARIMA model.
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ARIMASim(ARIMAModel arima,
RandomNumberGenerator rng)
Construct an ARIMA model.
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Modifier and Type | Class and Description |
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class |
ARMAModel
A univariate ARMA model, Xt, takes this form.
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class |
ARModel
This class represents an AR model.
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class |
LinearRepresentation
The linear representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of AR terms.
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class |
MAModel
This class represents a univariate MA model.
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Modifier and Type | Method and Description |
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ARIMAModel |
ARMAFit.getModel()
Get the fitted ARMA model.
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ARIMAModel |
ConditionalSumOfSquares.getModel()
Get the fitted ARIMA model.
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