public class ARModel extends ARMAModel
Constructor and Description |
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ARModel(ARModel that)
Copy constructor.
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ARModel(double[] AR)
Construct a univariate AR model with unit variance and zero-intercept (mu).
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ARModel(double[] AR,
double sigma)
Construct a univariate AR model with zero-intercept (mu).
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ARModel(double mu,
double[] AR)
Construct a univariate AR model with unit variance.
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ARModel(double mu,
double[] AR,
double sigma)
Construct a univariate AR model.
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conditionalMean, getDemeanedModel, unconditionalMean
getARMA
public ARModel(double mu, double[] AR, double sigma)
mu
- the intercept (constant) termAR
- the AR coefficients (excluding the initial 1)sigma
- the white noise variancepublic ARModel(double mu, double[] AR)
mu
- the intercept (constant) termAR
- the AR coefficients (excluding the initial 1)public ARModel(double[] AR, double sigma)
AR
- the AR coefficients (excluding the initial 1)sigma
- the white noise variancepublic ARModel(double[] AR)
AR
- the AR coefficients (excluding the initial 1)public ARModel(ARModel that)
that
- a univariate AR modelCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.