public class ARMAForecast extends Object
| Constructor and Description |
|---|
ARMAForecast(IntTimeTimeSeries xt,
ARMAModel arma)
Constructs a forecaster for a time series assuming ARMA model.
|
ARMAForecast(IntTimeTimeSeries xt,
int p,
int q)
Constructs a forecaster for a time series assuming ARMA model.
|
| Modifier and Type | Method and Description |
|---|---|
ARIMAForecast.Forecast |
next()
Gets the next forecast.
|
List<ARIMAForecast.Forecast> |
next(int nSteps)
Gets the next n-step forecasts.
|
public ARMAForecast(IntTimeTimeSeries xt, ARMAModel arma)
xt - a time seriesarma - the ARMA specificationpublic ARMAForecast(IntTimeTimeSeries xt, int p, int q)
xt - a time seriesp - the number of AR termsq - the number of MA termspublic 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.