Class MAModel
- java.lang.Object
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- dev.nm.stat.timeseries.linear.univariate.arima.ARIMAXModel
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- dev.nm.stat.timeseries.linear.univariate.arima.ARIMAModel
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- dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.ARMAModel
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- dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.MAModel
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public class MAModel extends ARMAModel
This class represents a univariate MA model.- See Also:
- Wikipedia: Moving average model
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Constructor Summary
Constructors Constructor Description MAModel(double[] MA)
Construct a univariate MA model with unit variance and zero-mean.MAModel(double[] MA, double sigma)
Construct a univariate MA model with zero-mean.MAModel(double mu, double[] MA)
Construct a univariate MA model with unit variance.MAModel(double mu, double[] MA, double sigma)
Construct a univariate MA model.MAModel(MAModel that)
Copy constructor.
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Method Summary
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Methods inherited from class dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.ARMAModel
conditionalMean, getDemeanedModel, unconditionalMean
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Methods inherited from class dev.nm.stat.timeseries.linear.univariate.arima.ARIMAModel
getARMA
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Constructor Detail
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MAModel
public MAModel(double mu, double[] MA, double sigma)
Construct a univariate MA model.- Parameters:
mu
- the intercept (constant) termMA
- the MA coefficients (excluding the initial 1)sigma
- the white noise variance
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MAModel
public MAModel(double mu, double[] MA)
Construct a univariate MA model with unit variance.- Parameters:
mu
- the intercept (constant) termMA
- the MA coefficients (excluding the initial 1)
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MAModel
public MAModel(double[] MA, double sigma)
Construct a univariate MA model with zero-mean.- Parameters:
MA
- the MA coefficients (excluding the initial 1)sigma
- the white noise variance
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MAModel
public MAModel(double[] MA)
Construct a univariate MA model with unit variance and zero-mean.- Parameters:
MA
- the MA coefficients (excluding the initial 1)
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MAModel
public MAModel(MAModel that)
Copy constructor.- Parameters:
that
- a univariate MA model
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