public class MAModel extends ARMAModel
| Constructor and Description |
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MAModel(double[] MA)
Construct a univariate MA model with unit variance and zero-mean.
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MAModel(double[] MA,
double sigma)
Construct a univariate MA model with zero-mean.
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MAModel(double mu,
double[] MA)
Construct a univariate MA model with unit variance.
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MAModel(double mu,
double[] MA,
double sigma)
Construct a univariate MA model.
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MAModel(MAModel that)
Copy constructor.
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conditionalMean, getDemeanedModel, unconditionalMeangetARMApublic MAModel(double mu,
double[] MA,
double sigma)
mu - the intercept (constant) termMA - the MA coefficients (excluding the initial 1)sigma - the white noise variancepublic MAModel(double mu,
double[] MA)
mu - the intercept (constant) termMA - the MA coefficients (excluding the initial 1)public MAModel(double[] MA,
double sigma)
MA - the MA coefficients (excluding the initial 1)sigma - the white noise variancepublic MAModel(double[] MA)
MA - the MA coefficients (excluding the initial 1)public MAModel(MAModel that)
that - a univariate MA modelCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.