Class ARMAForecast


  • public class ARMAForecast
    extends Object
    Forecasts an ARMA time series using the innovative algorithm.
    • Constructor Detail

      • ARMAForecast

        public ARMAForecast​(IntTimeTimeSeries xt,
                            ARMAModel arma)
        Constructs a forecaster for a time series assuming ARMA model.
        Parameters:
        xt - a time series
        arma - the ARMA specification
      • ARMAForecast

        public ARMAForecast​(IntTimeTimeSeries xt,
                            int p,
                            int q)
        Constructs a forecaster for a time series assuming ARMA model.
        Parameters:
        xt - a time series
        p - the number of AR terms
        q - the number of MA terms
    • Method Detail

      • next

        public List<ARIMAForecast.Forecast> next​(int nSteps)
        Gets the next n-step forecasts.
        Parameters:
        nSteps - the number of steps to forecast
        Returns:
        all the n-step forecasts