| Package | Description |
|---|---|
| dev.nm.stat.timeseries.linear.multivariate.arima | |
| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma |
| Modifier and Type | Method and Description |
|---|---|
VARMAXModel |
VARIMAXModel.getVARMAX()
Get the ARMAX part of this ARIMAX model, essentially ignoring the differencing.
|
| Modifier and Type | Class and Description |
|---|---|
class |
VARXModel
A VARX (Vector AutoRegressive model with eXogeneous inputs) model, Xt, takes
this form.
|
| Constructor and Description |
|---|
VARMAXModel(VARMAXModel that)
Copy constructor.
|
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