Uses of Package
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma
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Classes in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma used by dev.nm.stat.timeseries.linear.multivariate.arima Class Description VARMAModel A multivariate ARMA model, Xt, takes this form.VARMAXModel The VARMAX model (ARMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables. -
Classes in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma used by dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma Class Description VARMAModel A multivariate ARMA model, Xt, takes this form.VARMAXModel The VARMAX model (ARMA model with eXogenous inputs) is a generalization of the ARMA model by incorporating exogenous variables.VARModel This class represents a VAR model.VARXModel A VARX (Vector AutoRegressive model with eXogeneous inputs) model, Xt, takes this form.VECM A Vector Error Correction Model (VECM(p)) has one of the following specifications:VECMLongrun The long-run Vector Error Correction Model (VECM(p)) takes this form.VECMTransitory A transitory Vector Error Correction Model (VECM(p)) takes this form.VMAModel This class represents a multivariate MA model. -
Classes in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma used by tech.nmfin.portfoliooptimization.lai2010.fit Class Description VARMAModel A multivariate ARMA model, Xt, takes this form.VARModel This class represents a VAR model.