Uses of Class
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.ARMAModel
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Uses of ARMAModel in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma
Constructors in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma with parameters of type ARMAModel Constructor Description VARMAModel(ARMAModel model)Construct a multivariate model from a univariate ARMA model. -
Uses of ARMAModel in dev.nm.stat.timeseries.linear.univariate.arima
Methods in dev.nm.stat.timeseries.linear.univariate.arima that return ARMAModel Modifier and Type Method Description ARMAModelARIMAModel. getARMA()Get the ARMA part of this ARIMA model, essentially ignoring the differencing. -
Uses of ARMAModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma
Subclasses of ARMAModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma Modifier and Type Class Description 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.Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma that return ARMAModel Modifier and Type Method Description ARMAModelConditionalSumOfSquares. getARMAModel()Get the fitted ARMA model.ARMAModelARMAModel. getDemeanedModel()Get the demeaned version of the time series model.Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma with parameters of type ARMAModel Modifier and Type Method Description static AutoCovarianceFunctionARMAForecastOneStep. K(ARMAModel arma)Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma with parameters of type ARMAModel Constructor Description ARMAForecast(IntTimeTimeSeries xt, ARMAModel arma)Constructs a forecaster for a time series assuming ARMA model.ARMAForecastMultiStep(double[] xt, ARMAModel arma, int h)Makes the h-step ahead prediction for an ARMA model.ARMAForecastMultiStep(IntTimeTimeSeries xt, ARMAModel arma)Makes the one-step ahead prediction for an ARMA model.ARMAForecastMultiStep(IntTimeTimeSeries xt, ARMAModel arma, int h)Makes the h-step ahead prediction for an ARMA model.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(double[] xt, ARMAModel arma)Makes the one-step ahead prediction for an ARMA model.ARMAForecastOneStep(IntTimeTimeSeries xt, ARMAModel arma)Makes the one-step ahead prediction for an ARMA model.ARMAForecastOneStep(IntTimeTimeSeries xt, ARMAModel arma, InnovationsAlgorithm inn)Makes the one-step ahead prediction for an ARMA model.ARMAModel(ARMAModel that)Copy constructor.AutoCorrelation(ARMAModel model, int nLags)Compute the auto-correlation function for an ARMA model.AutoCovariance(ARMAModel model)Computes the auto-covariance function for an ARMA model.LinearRepresentation(ARMAModel arma)Construct the linear representation of an ARMA model up to the default number of lagsLinearRepresentation.DEFAULT_NUMBER_OF_LAGS.LinearRepresentation(ARMAModel arma, int nLags)Construct the linear representation of an ARMA model. -
Uses of ARMAModel in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch
Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch that return ARMAModel Modifier and Type Method Description ARMAModelARMAGARCHModel. getARMAModel()Get the ARMA part of this model.Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.armagarch with parameters of type ARMAModel Constructor Description ARMAGARCHModel(ARMAModel arma, GARCHModel garch)Construct a univariate ARMA-GARCH model.
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