public class MARMAModel extends Object
evd::marma.| Constructor and Description |
|---|
MARMAModel(double[] AR,
double[] MA)
Create an instance with the AR and MA coefficients, using
FrechetDistribution as the
GEV distribution. |
MARMAModel(double[] AR,
double[] MA,
UnivariateEVD dist)
Create an instance with the AR and MA coefficients, and a GEV distribution for generating
innovations.
|
MARMAModel(UnivariateEVD dist)
Create an instance with a given GEV distribution for generating innovations.
|
| Modifier and Type | Method and Description |
|---|---|
double[] |
AR()
Get the AR coefficients.
|
UnivariateEVD |
getDistribution()
Get the univariate extreme value distribution for generating innovations.
|
double[] |
MA()
Get the MA coefficients.
|
int |
p()
Get the number of AR terms.
|
int |
q()
Get the number of MA terms.
|
public MARMAModel(UnivariateEVD dist)
dist - the GEV distributionpublic MARMAModel(double[] AR,
double[] MA)
FrechetDistribution as the
GEV distribution.AR - the AR coefficients \(\phi_i\)MA - the MA coefficients \(\theta_i\)public MARMAModel(double[] AR,
double[] MA,
UnivariateEVD dist)
AR - the AR coefficients \(\phi_i\)MA - the MA coefficients \(\theta_i\)dist - the GEV distributionpublic UnivariateEVD getDistribution()
public int p()
public int q()
public double[] AR()
public double[] MA()
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