Package | Description |
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dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma | |
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma |
Constructor and Description |
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VARModel(ARModel model)
Construct a multivariate model from a univariate AR model.
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Modifier and Type | Class and Description |
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class |
LinearRepresentation
The linear representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of AR terms.
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Constructor and Description |
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ARModel(ARModel that)
Copy constructor.
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