public class VARLinearRepresentation extends VARModel
Modifier and Type | Field and Description |
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static int |
DEFAULT_NUMBER_OF_LAGS
the default number of lags
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Constructor and Description |
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VARLinearRepresentation(VARMAModel model)
Construct the linear representation of an ARMA model up to the default number of lags
DEFAULT_NUMBER_OF_LAGS . |
VARLinearRepresentation(VARMAModel model,
int nLags)
Construct the linear representation of an ARMA model.
|
conditionalMean, getDemeanedModel, unconditionalMean
getVARMA
public static final int DEFAULT_NUMBER_OF_LAGS
public VARLinearRepresentation(VARMAModel model, int nLags)
model
- an ARMA modelnLags
- the number of lagspublic VARLinearRepresentation(VARMAModel model)
DEFAULT_NUMBER_OF_LAGS
.model
- an ARMA modelCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.