Interface ARMAFit

    • Method Detail

      • getModel

        ARIMAModel getModel()
        Get the fitted ARMA model.
        Returns:
        the fitted ARMA model
      • var

        double var()
        Get the variance of the white noise.
        Returns:
        σ2
      • stderr

        Vector stderr()
        Get the asymptotic standard errors of the estimators.
        Returns:
        the asymptotic standard errors of the estimators
      • covariance

        Matrix covariance()
        Get the asymptotic covariance matrix of the estimators.
        Returns:
        the asymptotic covariance matrix of the estimators
      • AIC

        double AIC()
        Compute the AIC of fitted model.
        Returns:
        the AIC
      • AICC

        double AICC()
        Compute the AICC of fitted model.
        Returns:
        the AICC