public class SimpleAR1Fit extends VARModel implements ResamplerModel
VARFit
.Constructor and Description |
---|
SimpleAR1Fit(Matrix mts) |
Modifier and Type | Method and Description |
---|---|
Matrix |
fittedValues() |
Matrix |
sigma2()
Gets the conditional variances of residuals over time.
|
Matrix |
standarizedInnovations()
Gets the standarized innovations (normalized by the conditional standard
deviation at the time) of the time series.
|
conditionalMean, getDemeanedModel, unconditionalMean
getVARMA
AR, d, dimension, getVARMAX, MA, maxPQ, mu, p, phi, psi, q, sigma, theta
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
fittedValues
public SimpleAR1Fit(Matrix mts)
public Matrix fittedValues()
fittedValues
in interface ResamplerModel
public Matrix standarizedInnovations()
ResamplerModel
standarizedInnovations
in interface ResamplerModel
public Matrix sigma2()
ResamplerModel
sigma2
in interface ResamplerModel
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