dev.nm.stat.timeseries.linear.univariate.arima

Class ARIMAForecast.Forecast

java.lang.Object

dev.nm.stat.timeseries.linear.univariate.arima.ARIMAForecast.Forecast

Enclosing class:

ARIMAForecast

public static class ARIMAForecast.Forecast
extends Object

The forecast value and variance.

Constructor Summary

Constructors

Constructor and Description
Forecast(int t, double xHat, double var)

Method Summary

Modifier and Type	Method and Description
int	time() Gets the forecast time.
String	toString()
double	var() Gets the variance of the prediction.
double	xHat() Gets the prediction at time t.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Constructor Detail

Forecast

public Forecast(int t,
                double xHat,
                double var)

Method Detail

time

public int time()

Gets the forecast time.

Returns:

the forecast time

xHat

public double xHat()

Gets the prediction at time t.

Returns:

the prediction

var

public double var()

Gets the variance of the prediction.

Returns:

the variance

toString

public String toString()

Overrides:

toString in class Object