Uses of Class
dev.nm.stat.timeseries.linear.univariate.AutoCovarianceFunction
-
-
Uses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.sample
Subclasses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.sample Modifier and Type Class Description class
SampleAutoCovariance
This is the sample Auto-Covariance Function (ACVF) for a univariate data set. -
Uses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.stationaryprocess
Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess with parameters of type AutoCovarianceFunction Constructor Description InnovationsAlgorithm(int T, AutoCovarianceFunction K)
Constructs an instance ofInnovationsAlgorithm
for a univariate time series with known auto-covariance structure. -
Uses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma
Subclasses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma Modifier and Type Class Description class
AutoCovariance
Computes the Auto-CoVariance Function (ACVF) for an AutoRegressive Moving Average (ARMA) model by recursion.Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma that return AutoCovarianceFunction Modifier and Type Method Description static AutoCovarianceFunction
ARMAForecastOneStep. K(ARMAModel arma)
-