public class AutoCovariance extends AutoCovarianceFunction
ARMAacf
and TacvfAR
in package FitAR
.Function.EvaluationException
Constructor and Description |
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AutoCovariance(ARMAModel model)
Computes the auto-covariance function for an ARMA model.
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Modifier and Type | Method and Description |
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double |
evaluate(double n)
Gets the i-th auto-covariance.
|
double |
evaluate(double i,
double j)
Evaluate y = f(x1,x2).
|
double |
psi(int j) |
get
evaluate
dimensionOfDomain, dimensionOfRange
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
dimensionOfDomain, dimensionOfRange
public AutoCovariance(ARMAModel model)
model
- an ARIMA modelpublic double evaluate(double i, double j)
BivariateRealFunction
i
- x1j
- x2public double evaluate(double n)
n
- the lag orderpublic double psi(int j)
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