Uses of Class
dev.nm.stat.timeseries.linear.univariate.arima.ARIMAXModel
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Uses of ARIMAXModel in dev.nm.stat.timeseries.linear.multivariate.arima
Constructors in dev.nm.stat.timeseries.linear.multivariate.arima with parameters of type ARIMAXModel Constructor Description VARIMAXModel(ARIMAXModel model)Construct a multivariate ARIMAX model from a univariate ARIMAX model. -
Uses of ARIMAXModel in dev.nm.stat.timeseries.linear.univariate.arima
Subclasses of ARIMAXModel in dev.nm.stat.timeseries.linear.univariate.arima Modifier and Type Class Description classARIMAModelAn ARIMA(p, d, q) process, Xt, is such that \[ (1 - B)^d X_t = Y_t \] where B is the backward or lag operator, d the order of difference, Yt an ARMA(p, q) process, for which \[ Y_t = \mu + \Sigma \phi_i Y_{t-i} + \Sigma \theta_j \epsilon_{t-j} + \epsilon_t, \]Constructors in dev.nm.stat.timeseries.linear.univariate.arima with parameters of type ARIMAXModel Constructor Description ARIMAXModel(ARIMAXModel that)Copy constructor. -
Uses of ARIMAXModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma
Subclasses of ARIMAXModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma Modifier and Type Class Description classARMAModelA univariate ARMA model, Xt, takes this form.classARMAXModelThe ARMAX model (ARIMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables.classARModelThis class represents an AR model.classLinearRepresentationThe linear representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of AR terms.classMAModelThis class represents a univariate MA model.
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