public class ARIMAForecast extends Object
| Modifier and Type | Class and Description |
|---|---|
static class |
ARIMAForecast.Forecast
The forecast value and variance.
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| Constructor and Description |
|---|
ARIMAForecast(IntTimeTimeSeries xt,
ARIMAModel arima)
Constructs a forecaster for a time series assuming ARIMA model.
|
ARIMAForecast(IntTimeTimeSeries xt,
int p,
int d,
int q,
double epsilon)
Constructs a forecaster for a time series assuming ARIMA model.
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| Modifier and Type | Method and Description |
|---|---|
ARIMAForecast.Forecast |
next()
Gets the next forecast.
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List<ARIMAForecast.Forecast> |
next(int nSteps)
Gets the next n-step forecasts.
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public ARIMAForecast(IntTimeTimeSeries xt, ARIMAModel arima)
xt - a time seriesarima - the ARIMA specificationpublic ARIMAForecast(IntTimeTimeSeries xt, int p, int d, int q, double epsilon)
xt - a time seriesp - the number of AR termsd - the order of integrationq - the number of MA termsepsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0public ARIMAForecast.Forecast next()
public List<ARIMAForecast.Forecast> next(int nSteps)
nSteps - the number of steps to forecastCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.