Class ARModel
- 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.ARModel
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- Direct Known Subclasses:
LinearRepresentation
public class ARModel extends ARMAModel
This class represents an AR model.- See Also:
- Wikipedia: Autoregressive model
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Constructor Summary
Constructors Constructor Description ARModel(double[] AR)Construct a univariate AR model with unit variance and zero-intercept (mu).ARModel(double[] AR, double sigma)Construct a univariate AR model with zero-intercept (mu).ARModel(double mu, double[] AR)Construct a univariate AR model with unit variance.ARModel(double mu, double[] AR, double sigma)Construct a univariate AR model.ARModel(ARModel 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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ARModel
public ARModel(double mu, double[] AR, double sigma)Construct a univariate AR model.- Parameters:
mu- the intercept (constant) termAR- the AR coefficients (excluding the initial 1)sigma- the white noise variance
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ARModel
public ARModel(double mu, double[] AR)Construct a univariate AR model with unit variance.- Parameters:
mu- the intercept (constant) termAR- the AR coefficients (excluding the initial 1)
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ARModel
public ARModel(double[] AR, double sigma)Construct a univariate AR model with zero-intercept (mu).- Parameters:
AR- the AR coefficients (excluding the initial 1)sigma- the white noise variance
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ARModel
public ARModel(double[] AR)
Construct a univariate AR model with unit variance and zero-intercept (mu).- Parameters:
AR- the AR coefficients (excluding the initial 1)
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ARModel
public ARModel(ARModel that)
Copy constructor.- Parameters:
that- a univariate AR model
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