public class AutoCovariance extends AutoCovarianceFunction
ARMAacf and TacvfAR in package FitAR.Function.EvaluationException| Constructor and Description |
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AutoCovariance(ARMAModel model)
Computes the auto-covariance function for an ARMA model.
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| Modifier and Type | Method and Description |
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double |
evaluate(double n)
Gets the i-th auto-covariance.
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double |
evaluate(double i,
double j)
Evaluate y = f(x1,x2).
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double |
psi(int j) |
getevaluatedimensionOfDomain, dimensionOfRangeclone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitdimensionOfDomain, dimensionOfRangepublic AutoCovariance(ARMAModel model)
model - an ARIMA modelpublic double evaluate(double i,
double j)
BivariateRealFunctioni - x1j - x2public double evaluate(double n)
n - the lag orderpublic double psi(int j)
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