public class ARIMAModel extends ARIMAXModel
| Constructor and Description |
|---|
ARIMAModel(ARIMAModel that)
Copy constructor.
|
ARIMAModel(double[] AR,
int d,
double[] MA)
Construct a univariate ARIMA model with unit variance and zero-intercept (mu).
|
ARIMAModel(double[] AR,
int d,
double[] MA,
double sigma)
Construct a univariate ARIMA model with zero-intercept (mu).
|
ARIMAModel(double mu,
double[] AR,
int d,
double[] MA)
Construct a univariate ARIMA model with unit variance.
|
ARIMAModel(double mu,
double[] AR,
int d,
double[] MA,
double sigma)
Construct a univariate ARIMA model.
|
| Modifier and Type | Method and Description |
|---|---|
ARMAModel |
getARMA()
Get the ARMA part of this ARIMA model, essentially ignoring the differencing.
|
public ARIMAModel(double mu,
double[] AR,
int d,
double[] MA,
double sigma)
mu - the intercept (constant) termAR - the AR coefficients (excluding the initial 1); null if no AR coefficientsd - the order of integrationMA - the MA coefficients (excluding the initial 1); null if no MA coefficientssigma - the white noise variancepublic ARIMAModel(double mu,
double[] AR,
int d,
double[] MA)
mu - the intercept (constant) termAR - the AR coefficients (excluding the initial 1); null if no AR coefficientsd - the order of integrationMA - the MA coefficients (excluding the initial 1); null if no MA coefficientspublic ARIMAModel(double[] AR,
int d,
double[] MA,
double sigma)
AR - the AR coefficients (excluding the initial 1); null if no AR coefficientsd - the order of integrationMA - the MA coefficients (excluding the initial 1); null if no MA coefficientssigma - the white noise variancepublic ARIMAModel(double[] AR,
int d,
double[] MA)
AR - the AR coefficients (excluding the initial 1); null if no AR coefficientsd - the order of integrationMA - the MA coefficients (excluding the initial 1); null if no MA coefficientspublic ARIMAModel(ARIMAModel that)
that - a univariate ARIMA modelpublic ARMAModel getARMA()
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