public class ARMAForecast extends Object
Constructor and Description |
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ARMAForecast(IntTimeTimeSeries xt,
ARMAModel arma)
Constructs a forecaster for a time series assuming ARMA model.
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ARMAForecast(IntTimeTimeSeries xt,
int p,
int q)
Constructs a forecaster for a time series assuming ARMA model.
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Modifier and Type | Method and Description |
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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 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.