| Package | Description |
|---|---|
| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma | |
| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma |
| Constructor and Description |
|---|
VARModel(ARModel model)
Construct a multivariate model from a univariate AR model.
|
| Modifier and Type | Class and Description |
|---|---|
class |
LinearRepresentation
The linear representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of AR terms.
|
| Constructor and Description |
|---|
ARModel(ARModel that)
Copy constructor.
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.