Uses of Class
dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime.MultivariateSimpleTimeSeries
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Packages that use MultivariateSimpleTimeSeries Package Description dev.nm.stat.cointegration dev.nm.stat.dlm.multivariate dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime -
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Uses of MultivariateSimpleTimeSeries in dev.nm.stat.cointegration
Constructors in dev.nm.stat.cointegration with parameters of type MultivariateSimpleTimeSeries Constructor Description CointegrationMLE(MultivariateSimpleTimeSeries ts, boolean intercept)Perform the Johansen MLE procedure on a multivariate time series, using the EIGEN test, with the number of lags = 2.CointegrationMLE(MultivariateSimpleTimeSeries ts, boolean intercept, int p)Perform the Johansen MLE procedure on a multivariate time series, using the EIGEN test.CointegrationMLE(MultivariateSimpleTimeSeries ts, boolean intercept, int p, Matrix D)Perform the Johansen MLE procedure on a multivariate time series. -
Uses of MultivariateSimpleTimeSeries in dev.nm.stat.dlm.multivariate
Methods in dev.nm.stat.dlm.multivariate that return MultivariateSimpleTimeSeries Modifier and Type Method Description MultivariateSimpleTimeSeriesMultivariateLinearKalmanFilter. getFittedStates()Get the posterior expected states.MultivariateSimpleTimeSeriesMultivariateDLMSeries. getObservations()Get the observations.MultivariateSimpleTimeSeriesMultivariateLinearKalmanFilter. getPredictedObservations()Get the prior observation predictions.MultivariateSimpleTimeSeriesMultivariateLinearKalmanFilter. getPredictedStates()Get the prior expected states.MultivariateSimpleTimeSeriesMultivariateDLMSeries. getStates()Get the states. -
Uses of MultivariateSimpleTimeSeries in dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime
Methods in dev.nm.stat.timeseries.datastructure.multivariate.realtime.inttime that return MultivariateSimpleTimeSeries Modifier and Type Method Description MultivariateSimpleTimeSeriesMultivariateSimpleTimeSeries. diff(int d)Construct an instance ofMultivariateSimpleTimeSeriesby taking the first differencedtimes.MultivariateSimpleTimeSeriesMultivariateSimpleTimeSeries. drop(int nItems)Construct an instance ofMultivariateSimpleTimeSeriesby dropping the leadingnItemsentries.MultivariateSimpleTimeSeriesMultivariateSimpleTimeSeries. lag(int nLags)Construct an instance ofMultivariateSimpleTimeSeriesby lagging the time series.MultivariateSimpleTimeSeriesMultivariateSimpleTimeSeries. lag(int nLags, int length)Construct an instance ofMultivariateSimpleTimeSeriesby lagging the time series.
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