Class AutoCovariance

    • Constructor Detail

      • AutoCovariance

        public AutoCovariance​(ARMAModel model)
        Computes the auto-covariance function for an ARMA model.
        Parameters:
        model - an ARIMA model
    • Method Detail

      • evaluate

        public double evaluate​(double i,
                               double j)
        Description copied from interface: BivariateRealFunction
        Evaluate y = f(x1,x2).
        Parameters:
        i - x1
        j - x2
        Returns:
        f(x1, x2)
      • evaluate

        public double evaluate​(double n)
        Gets the i-th auto-covariance.
        Parameters:
        n - the lag order
        Returns:
        the i-th auto-covariance
      • psi

        public double psi​(int j)