public class LinearRepresentation extends ARModel
| Modifier and Type | Field and Description |
|---|---|
static int |
DEFAULT_NUMBER_OF_LAGS
the default number of lags
|
| Constructor and Description |
|---|
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, unconditionalMeangetARMApublic 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.