public class ARIMASim extends Object implements RandomNumberGenerator
| Constructor and Description |
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ARIMASim(ARIMAModel arima)
Construct an ARIMA model, using random standard Gaussian innovations.
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ARIMASim(ARIMAModel arima,
double[] lags,
double[] innovations,
RandomNumberGenerator rng)
Construct an ARIMA model.
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ARIMASim(ARIMAModel arima,
RandomNumberGenerator rng)
Construct an ARIMA model.
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| Modifier and Type | Method and Description |
|---|---|
double |
nextDouble()
Get the next random
double. |
void |
seed(long... seeds)
Seed the random number/vector/scenario generator to produce repeatable experiments.
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public ARIMASim(ARIMAModel arima, double[] lags, double[] innovations, RandomNumberGenerator rng)
arima - an ARIMA modellags - the lags of AR length; lags[0] is \(x_{t-1}\)innovations - the innovations of MA length; innovations[0] is \(e_{t-1}\)rng - a random number generator to generate innovationspublic ARIMASim(ARIMAModel arima, RandomNumberGenerator rng)
arima - an ARIMA modelrng - a random number generator to generate innovationspublic ARIMASim(ARIMAModel arima)
arima - an ARIMA modelpublic void seed(long... seeds)
Seedablepublic double nextDouble()
RandomNumberGeneratordouble.nextDouble in interface RandomNumberGeneratorCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.