ARMAForecast |
Forecasts an ARMA time series using the innovative algorithm.
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ARMAForecastMultiStep |
Computes the h-step ahead prediction of a causal ARMA model, by the innovative algorithm.
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ARMAForecastOneStep |
Computes the one-step ahead prediction of a causal ARMA model, by the innovative algorithm.
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ARMAModel |
A univariate ARMA model, Xt, takes this form.
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ARMAXModel |
The ARMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables.
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ARModel |
This class represents an AR model.
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AutoCorrelation |
Compute the Auto-Correlation Function (ACF) for an AutoRegressive Moving Average (ARMA) model, assuming that
EXt = 0.
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AutoCovariance |
Computes the Auto-CoVariance Function (ACVF) for an AutoRegressive Moving Average (ARMA) model by
recursion.
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ConditionalSumOfSquares |
The method Conditional Sum of Squares (CSS) fits an ARIMA model by minimizing
the conditional sum of squares.
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LinearRepresentation |
The linear representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of AR terms.
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MAModel |
This class represents a univariate MA model.
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