public class AutoARIMAFit extends Object
Modifier and Type | Field and Description |
---|---|
static int |
MAX_D |
static int |
MAX_ITERATION |
static int |
MAX_P |
static int |
MAX_Q |
static int |
MIN_P |
static int |
MIN_Q |
Constructor and Description |
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AutoARIMAFit(double[] x)
Automatically selects and estimates the ARIMA model using default parameters.
|
AutoARIMAFit(double[] x,
int maxP,
int maxD,
int maxQ,
int minP,
int minQ,
int maxIteration)
Automatically selects and estimates the ARIMA model using custom parameters.
|
Modifier and Type | Method and Description |
---|---|
ARIMAModel |
optimalModelByAIC()
Selects the optimal ARIMA model by AIC.
|
ARIMAModel |
optimalModelByAICC()
Selects the optimal ARIMA model by AICC.
|
public static final int MAX_ITERATION
public static final int MAX_P
public static final int MAX_D
public static final int MAX_Q
public static final int MIN_P
public static final int MIN_Q
public AutoARIMAFit(double[] x, int maxP, int maxD, int maxQ, int minP, int minQ, int maxIteration)
x
- the time seriesmaxP
- maximum number of AR order consideredmaxD
- maximum number of integration order consideredmaxQ
- maximum number of MA order consideredminP
- minimum number of AR order consideredminQ
- minimum number of MA order consideredmaxIteration
- maximum number of iterations for optimizationpublic AutoARIMAFit(double[] x)
x
- the time seriespublic ARIMAModel optimalModelByAIC()
public ARIMAModel optimalModelByAICC()
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