public interface ARMAFit
ConditionalSumOfSquares
Modifier and Type | Method and Description |
---|---|
double |
AIC()
Compute the AIC of fitted model.
|
double |
AICC()
Compute the AICC of fitted model.
|
Matrix |
covariance()
Get the asymptotic covariance matrix of the estimators.
|
ARIMAModel |
getModel()
Get the fitted ARMA model.
|
Vector |
stderr()
Get the asymptotic standard errors of the estimators.
|
double |
var()
Get the variance of the white noise.
|
ARIMAModel getModel()
double var()
Vector stderr()
Matrix covariance()
double AIC()
double AICC()
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