Class LinearRepresentation
- java.lang.Object
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- dev.nm.stat.timeseries.linear.univariate.arima.ARIMAXModel
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- dev.nm.stat.timeseries.linear.univariate.arima.ARIMAModel
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- dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.ARMAModel
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- dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.ARModel
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- dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.LinearRepresentation
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public class LinearRepresentation extends ARModel
The linear representation of an Autoregressive Moving Average (ARMA) model is a (truncated) infinite sum of AR terms.
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Field Summary
Fields Modifier and Type Field Description static int
DEFAULT_NUMBER_OF_LAGS
the default number of lags
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Constructor Summary
Constructors Constructor Description LinearRepresentation(ARMAModel arma)
Construct the linear representation of an ARMA model up to the default number of lagsDEFAULT_NUMBER_OF_LAGS
.LinearRepresentation(ARMAModel arma, int nLags)
Construct the linear representation of an ARMA model.
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Method Summary
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Methods inherited from class dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma.ARMAModel
conditionalMean, getDemeanedModel, unconditionalMean
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Methods inherited from class dev.nm.stat.timeseries.linear.univariate.arima.ARIMAModel
getARMA
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Field Detail
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DEFAULT_NUMBER_OF_LAGS
public static final int DEFAULT_NUMBER_OF_LAGS
the default number of lags- See Also:
- Constant Field Values
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Constructor Detail
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LinearRepresentation
public LinearRepresentation(ARMAModel arma, int nLags)
Construct the linear representation of an ARMA model.- Parameters:
arma
- an ARMA modelnLags
- the number of lags
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LinearRepresentation
public LinearRepresentation(ARMAModel arma)
Construct the linear representation of an ARMA model up to the default number of lagsDEFAULT_NUMBER_OF_LAGS
.- Parameters:
arma
- an ARMA model
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