Class ARMAForecast
- java.lang.Object
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- dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.ARMAForecast
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public class ARMAForecast extends Object
Forecasts an ARMA time series using the innovative algorithm.
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Constructor Summary
Constructors Constructor Description ARMAForecast(IntTimeTimeSeries xt, int p, int q)
Constructs a forecaster for a time series assuming ARMA model.ARMAForecast(IntTimeTimeSeries xt, ARMAModel arma)
Constructs a forecaster for a time series assuming ARMA model.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description ARIMAForecast.Forecast
next()
Gets the next forecast.List<ARIMAForecast.Forecast>
next(int nSteps)
Gets the next n-step forecasts.
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Constructor Detail
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ARMAForecast
public ARMAForecast(IntTimeTimeSeries xt, ARMAModel arma)
Constructs a forecaster for a time series assuming ARMA model.- Parameters:
xt
- a time seriesarma
- the ARMA specification
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ARMAForecast
public ARMAForecast(IntTimeTimeSeries xt, int p, int q)
Constructs a forecaster for a time series assuming ARMA model.- Parameters:
xt
- a time seriesp
- the number of AR termsq
- the number of MA terms
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Method Detail
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next
public ARIMAForecast.Forecast next()
Gets the next forecast.- Returns:
- the next forecast
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next
public List<ARIMAForecast.Forecast> next(int nSteps)
Gets the next n-step forecasts.- Parameters:
nSteps
- the number of steps to forecast- Returns:
- all the n-step forecasts
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