Package | Description |
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dev.nm.stat.timeseries.linear.multivariate.arima | |
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma |
Modifier and Type | Method and Description |
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VARMAXModel |
VARIMAXModel.getVARMAX()
Get the ARMAX part of this ARIMAX model, essentially ignoring the differencing.
|
Modifier and Type | Class and Description |
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class |
VARXModel
A VARX (Vector AutoRegressive model with eXogeneous inputs) model, Xt, takes
this form.
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Constructor and Description |
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VARMAXModel(VARMAXModel that)
Copy constructor.
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