Class and Description |
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ARMAModel
A univariate ARMA model, Xt, takes this form.
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ARMAXModel
The ARMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables.
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ARModel
This class represents an AR model.
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MAModel
This class represents a univariate MA model.
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Class and Description |
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ARMAModel
A univariate ARMA model, Xt, takes this form.
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ARMAXModel
The ARMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables.
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Class and Description |
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ARMAFit
This interface represents a fitting method for estimating φ, θ, μ, σ2 in an ARMA model.
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ARMAForecastOneStep
Computes the one-step ahead prediction of a causal ARMA model, by the innovative algorithm.
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ARMAModel
A univariate ARMA model, Xt, takes this form.
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ARMAXModel
The ARMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables.
|
ARModel
This class represents an AR model.
|
MAModel
This class represents a univariate MA model.
|
Class and Description |
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ARMAModel
A univariate ARMA model, Xt, takes this form.
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