Uses of Class
dev.nm.stat.timeseries.linear.univariate.arima.ARIMAModel
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Uses of ARIMAModel in dev.nm.stat.timeseries.linear.multivariate.arima
Constructors in dev.nm.stat.timeseries.linear.multivariate.arima with parameters of type ARIMAModel Constructor Description VARIMAModel(ARIMAModel model)
Construct a multivariate model from a univariate ARIMA model. -
Uses of ARIMAModel in dev.nm.stat.timeseries.linear.univariate.arima
Methods in dev.nm.stat.timeseries.linear.univariate.arima that return ARIMAModel Modifier and Type Method Description ARIMAModel
AutoARIMAFit. optimalModelByAIC()
Selects the optimal ARIMA model by AIC.ARIMAModel
AutoARIMAFit. optimalModelByAICC()
Selects the optimal ARIMA model by AICC.Constructors in dev.nm.stat.timeseries.linear.univariate.arima with parameters of type ARIMAModel Constructor Description ARIMAForecast(IntTimeTimeSeries xt, ARIMAModel arima)
Constructs a forecaster for a time series assuming ARIMA model.ARIMAForecastMultiStep(IntTimeTimeSeries xt, ARIMAModel arima, int h)
Makes the h-step ahead prediction for an ARIMA model.ARIMAModel(ARIMAModel that)
Copy constructor.ARIMASim(ARIMAModel arima)
Construct an ARIMA model, using random standard Gaussian innovations.ARIMASim(ARIMAModel arima, double[] lags, double[] innovations, RandomNumberGenerator rng)
Construct an ARIMA model.ARIMASim(ARIMAModel arima, RandomNumberGenerator rng)
Construct an ARIMA model. -
Uses of ARIMAModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma
Subclasses of ARIMAModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma Modifier and Type Class Description class
ARMAModel
A univariate ARMA model, Xt, takes this form.class
ARModel
This class represents an AR model.class
LinearRepresentation
The linear representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of AR terms.class
MAModel
This class represents a univariate MA model.Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma that return ARIMAModel Modifier and Type Method Description ARIMAModel
ARMAFit. getModel()
Get the fitted ARMA model.ARIMAModel
ConditionalSumOfSquares. getModel()
Get the fitted ARIMA model.
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