public class LinearRepresentation extends ARModel
Modifier and Type | Field and Description |
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static int |
DEFAULT_NUMBER_OF_LAGS
the default number of lags
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Constructor and Description |
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LinearRepresentation(ARMAModel arma)
Construct the linear representation of an ARMA model up to the default number of lags
DEFAULT_NUMBER_OF_LAGS . |
LinearRepresentation(ARMAModel arma,
int nLags)
Construct the linear representation of an ARMA model.
|
conditionalMean, getDemeanedModel, unconditionalMean
getARMA
public static final int DEFAULT_NUMBER_OF_LAGS
public LinearRepresentation(ARMAModel arma, int nLags)
arma
- an ARMA modelnLags
- the number of lagspublic LinearRepresentation(ARMAModel arma)
DEFAULT_NUMBER_OF_LAGS
.arma
- an ARMA modelCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.