Class MAModel

    • Constructor Detail

      • MAModel

        public MAModel​(double mu,
                       double[] MA,
                       double sigma)
        Construct a univariate MA model.
        Parameters:
        mu - the intercept (constant) term
        MA - the MA coefficients (excluding the initial 1)
        sigma - the white noise variance
      • MAModel

        public MAModel​(double mu,
                       double[] MA)
        Construct a univariate MA model with unit variance.
        Parameters:
        mu - the intercept (constant) term
        MA - the MA coefficients (excluding the initial 1)
      • MAModel

        public MAModel​(double[] MA,
                       double sigma)
        Construct a univariate MA model with zero-mean.
        Parameters:
        MA - the MA coefficients (excluding the initial 1)
        sigma - the white noise variance
      • MAModel

        public MAModel​(double[] MA)
        Construct a univariate MA model with unit variance and zero-mean.
        Parameters:
        MA - the MA coefficients (excluding the initial 1)
      • MAModel

        public MAModel​(MAModel that)
        Copy constructor.
        Parameters:
        that - a univariate MA model