Uses of Package
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma
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Classes in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma used by dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma Class Description ARMAModel A univariate ARMA model, Xt, takes this form.ARMAXModel The ARMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables.ARModel This class represents an AR model.MAModel This class represents a univariate MA model. -
Classes in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma used by dev.nm.stat.timeseries.linear.univariate.arima Class Description ARMAModel A univariate ARMA model, Xt, takes this form.ARMAXModel The ARMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables. -
Classes in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma used by dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma Class Description ARMAFit This interface represents a fitting method for estimating φ, θ, μ, σ2 in an ARMA model.ARMAForecastOneStep Computes the one-step ahead prediction of a causal ARMA model, by the innovative algorithm.ARMAModel A univariate ARMA model, Xt, takes this form.ARMAXModel The ARMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables.ARModel This class represents an AR model.MAModel This class represents a univariate MA model. -
Classes in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma used by dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch Class Description ARMAModel A univariate ARMA model, Xt, takes this form.