Interface ARMAFit
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- All Known Implementing Classes:
ConditionalSumOfSquares
public interface ARMAFit
This interface represents a fitting method for estimating φ, θ, μ, σ2 in an ARMA model.- See Also:
ConditionalSumOfSquares
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
AIC()
Compute the AIC of fitted model.double
AICC()
Compute the AICC of fitted model.Matrix
covariance()
Get the asymptotic covariance matrix of the estimators.ARIMAModel
getModel()
Get the fitted ARMA model.Vector
stderr()
Get the asymptotic standard errors of the estimators.double
var()
Get the variance of the white noise.
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Method Detail
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getModel
ARIMAModel getModel()
Get the fitted ARMA model.- Returns:
- the fitted ARMA model
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var
double var()
Get the variance of the white noise.- Returns:
- σ2
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stderr
Vector stderr()
Get the asymptotic standard errors of the estimators.- Returns:
- the asymptotic standard errors of the estimators
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covariance
Matrix covariance()
Get the asymptotic covariance matrix of the estimators.- Returns:
- the asymptotic covariance matrix of the estimators
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AIC
double AIC()
Compute the AIC of fitted model.- Returns:
- the AIC
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AICC
double AICC()
Compute the AICC of fitted model.- Returns:
- the AICC
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