Uses of Class
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma.VARMAXModel

Packages that use VARMAXModel

Package	Description
dev.nm.stat.timeseries.linear.multivariate.arima
dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Uses of VARMAXModel in dev.nm.stat.timeseries.linear.multivariate.arima

Methods in dev.nm.stat.timeseries.linear.multivariate.arima that return VARMAXModel

Modifier and Type	Method and Description
VARMAXModel	VARIMAXModel.getVARMAX() Get the ARMAX part of this ARIMAX model, essentially ignoring the differencing.

Uses of VARMAXModel in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Subclasses of VARMAXModel in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma

Modifier and Type	Class and Description
class	VARXModel A VARX (Vector AutoRegressive model with eXogeneous inputs) model, \(X_{t}\), takes this form. \[ Y_t = \mu + \Sigma \phi_i * Y_{t-i} + \Psi * D_t + \epsilon_t \] where \(Y_{t}\), μ and \(\epsilon _{t}\) are n-dimensional vectors.

Constructors in dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma with parameters of type VARMAXModel

Constructor and Description
VARMAXModel(VARMAXModel that) Copy constructor.