Uses of Class
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.InnovationsAlgorithm
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Packages that use InnovationsAlgorithm Package Description dev.nm.stat.timeseries.linear.univariate.stationaryprocess dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma -
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Uses of InnovationsAlgorithm in dev.nm.stat.timeseries.linear.univariate.stationaryprocess
Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess that return InnovationsAlgorithm Modifier and Type Method Description InnovationsAlgorithm
InnovationsAlgorithm. withNewLength(int T)
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Uses of InnovationsAlgorithm in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma
Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma that return InnovationsAlgorithm Modifier and Type Method Description InnovationsAlgorithm
ARMAForecastMultiStep. getStandardError()
Gets the the auxiliary coefficients, Θ and V, in using the innovative algorithm.Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma with parameters of type InnovationsAlgorithm Constructor Description ARMAForecastMultiStep(IntTimeTimeSeries xt, ARMAModel arma, int h, InnovationsAlgorithm inn)
Makes the h-step ahead prediction for an ARMA model.ARMAForecastMultiStep(IntTimeTimeSeries xt, ARMAModel arma, int h, InnovationsAlgorithm inn, ARMAForecastOneStep forecast1)
Makes the h-step ahead prediction for an ARMA model.ARMAForecastOneStep(IntTimeTimeSeries xt, ARMAModel arma, InnovationsAlgorithm inn)
Makes the one-step ahead prediction for an ARMA model.
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