public class AutoCorrelation extends AutoCorrelationFunction
ARMAacf
and TacvfAR
in package FitAR
.Function.EvaluationException
Constructor and Description |
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AutoCorrelation(ARMAModel model,
int nLags)
Compute the auto-correlation function for an ARMA model.
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Modifier and Type | Method and Description |
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double |
evaluate(double i)
Get the i-th auto-correlation.
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double |
evaluate(double i,
double j)
Evaluate y = f(x1,x2).
|
get
evaluate
dimensionOfDomain, dimensionOfRange
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
dimensionOfDomain, dimensionOfRange
public AutoCorrelation(ARMAModel model, int nLags)
model
- an ARIMA modelnLags
- the number of lagspublic double evaluate(double i, double j)
BivariateRealFunction
i
- x1j
- x2public double evaluate(double i)
i
- the lag orderCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.