Uses of Class
dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime.MultivariateSimpleTimeSeries
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Packages that use MultivariateSimpleTimeSeries Package Description dev.nm.stat.cointegration dev.nm.stat.dlm.multivariate dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime -
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Uses of MultivariateSimpleTimeSeries in dev.nm.stat.cointegration
Constructors in dev.nm.stat.cointegration with parameters of type MultivariateSimpleTimeSeries Constructor Description CointegrationMLE(MultivariateSimpleTimeSeries ts, boolean intercept)
Perform the Johansen MLE procedure on a multivariate time series, using the EIGEN test, with the number of lags = 2.CointegrationMLE(MultivariateSimpleTimeSeries ts, boolean intercept, int p)
Perform the Johansen MLE procedure on a multivariate time series, using the EIGEN test.CointegrationMLE(MultivariateSimpleTimeSeries ts, boolean intercept, int p, Matrix D)
Perform the Johansen MLE procedure on a multivariate time series. -
Uses of MultivariateSimpleTimeSeries in dev.nm.stat.dlm.multivariate
Methods in dev.nm.stat.dlm.multivariate that return MultivariateSimpleTimeSeries Modifier and Type Method Description MultivariateSimpleTimeSeries
MultivariateLinearKalmanFilter. getFittedStates()
Get the posterior expected states.MultivariateSimpleTimeSeries
MultivariateDLMSeries. getObservations()
Get the observations.MultivariateSimpleTimeSeries
MultivariateLinearKalmanFilter. getPredictedObservations()
Get the prior observation predictions.MultivariateSimpleTimeSeries
MultivariateLinearKalmanFilter. getPredictedStates()
Get the prior expected states.MultivariateSimpleTimeSeries
MultivariateDLMSeries. getStates()
Get the states. -
Uses of MultivariateSimpleTimeSeries in dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime
Methods in dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime that return MultivariateSimpleTimeSeries Modifier and Type Method Description MultivariateSimpleTimeSeries
MultivariateSimpleTimeSeries. diff(int d)
Construct an instance ofMultivariateSimpleTimeSeries
by taking the first differenced
times.MultivariateSimpleTimeSeries
MultivariateSimpleTimeSeries. drop(int nItems)
Construct an instance ofMultivariateSimpleTimeSeries
by dropping the leadingnItems
entries.MultivariateSimpleTimeSeries
MultivariateSimpleTimeSeries. lag(int nLags)
Construct an instance ofMultivariateSimpleTimeSeries
by lagging the time series.MultivariateSimpleTimeSeries
MultivariateSimpleTimeSeries. lag(int nLags, int length)
Construct an instance ofMultivariateSimpleTimeSeries
by lagging the time series.
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