## Interface ResamplerModel

• All Known Implementing Classes:
SimpleAR1Fit, SimpleGARCHFit

public interface ResamplerModel
• ### Method Summary

All Methods
Modifier and Type Method Description
Matrix fittedValues()
static Matrix fittedValues​(OLSResiduals[] residuals)
Matrix sigma2()
Gets the conditional variances of residuals over time.
Matrix standarizedInnovations()
Gets the standarized innovations (normalized by the conditional standard deviation at the time) of the time series.
• ### Method Detail

• #### fittedValues

Matrix fittedValues()
• #### standarizedInnovations

Matrix standarizedInnovations()
Gets the standarized innovations (normalized by the conditional standard deviation at the time) of the time series. Note (haksunli): we should not use instead the non-standarized innovations (have non-unit variances) because when they are scaled by the time dependent standard deviations/variances. We cannot simply shuffle them to get a new time series of innovations.
Returns:
• #### sigma2

Matrix sigma2()
Gets the conditional variances of residuals over time.
Returns:
• #### fittedValues

static Matrix fittedValues​(OLSResiduals[] residuals)