public interface ResamplerModel
Modifier and Type | Method and Description |
---|---|
Matrix |
fittedValues() |
static Matrix |
fittedValues(OLSResiduals[] residuals) |
Matrix |
sigma2()
Gets the conditional variances of residuals over time.
|
Matrix |
standarizedInnovations()
Gets the standarized innovations (normalized by the conditional standard
deviation at the time) of the time series.
|
Matrix fittedValues()
Matrix standarizedInnovations()
Matrix sigma2()
static Matrix fittedValues(OLSResiduals[] residuals)
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