public class MAModel extends ARMAModel
Constructor and Description |
---|
MAModel(double[] MA)
Construct a univariate MA model with unit variance and zero-mean.
|
MAModel(double[] MA,
double sigma)
Construct a univariate MA model with zero-mean.
|
MAModel(double mu,
double[] MA)
Construct a univariate MA model with unit variance.
|
MAModel(double mu,
double[] MA,
double sigma)
Construct a univariate MA model.
|
MAModel(MAModel that)
Copy constructor.
|
conditionalMean, getDemeanedModel, unconditionalMean
getARMA
public 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.