public class ARIMAModel extends ARIMAXModel
Constructor and Description |
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ARIMAModel(ARIMAModel that)
Copy constructor.
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ARIMAModel(double[] AR,
int d,
double[] MA)
Construct a univariate ARIMA model with unit variance and zero-intercept (mu).
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ARIMAModel(double[] AR,
int d,
double[] MA,
double sigma)
Construct a univariate ARIMA model with zero-intercept (mu).
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ARIMAModel(double mu,
double[] AR,
int d,
double[] MA)
Construct a univariate ARIMA model with unit variance.
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ARIMAModel(double mu,
double[] AR,
int d,
double[] MA,
double sigma)
Construct a univariate ARIMA model.
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Modifier and Type | Method and Description |
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ARMAModel |
getARMA()
Get the ARMA part of this ARIMA model, essentially ignoring the differencing.
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public ARIMAModel(double mu, double[] AR, int d, double[] MA, double sigma)
mu
- the intercept (constant) termAR
- the AR coefficients (excluding the initial 1); null
if no AR coefficientsd
- the order of integrationMA
- the MA coefficients (excluding the initial 1); null
if no MA coefficientssigma
- the white noise variancepublic ARIMAModel(double mu, double[] AR, int d, double[] MA)
mu
- the intercept (constant) termAR
- the AR coefficients (excluding the initial 1); null
if no AR coefficientsd
- the order of integrationMA
- the MA coefficients (excluding the initial 1); null
if no MA coefficientspublic ARIMAModel(double[] AR, int d, double[] MA, double sigma)
AR
- the AR coefficients (excluding the initial 1); null
if no AR coefficientsd
- the order of integrationMA
- the MA coefficients (excluding the initial 1); null
if no MA coefficientssigma
- the white noise variancepublic ARIMAModel(double[] AR, int d, double[] MA)
AR
- the AR coefficients (excluding the initial 1); null
if no AR coefficientsd
- the order of integrationMA
- the MA coefficients (excluding the initial 1); null
if no MA coefficientspublic ARIMAModel(ARIMAModel that)
that
- a univariate ARIMA modelpublic ARMAModel getARMA()
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