Uses of Class
dev.nm.stat.timeseries.linear.univariate.AutoCovarianceFunction

Packages that use AutoCovarianceFunction

Package	Description
dev.nm.stat.timeseries.linear.univariate.sample
dev.nm.stat.timeseries.linear.univariate.stationaryprocess
dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma	ARMA model fitting and forecasting from an ordered observation history.

Uses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.sample

Subclasses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.sample

Modifier and Type	Class and Description
class	SampleAutoCovariance This is the sample Auto-Covariance Function (ACVF) for a univariate data set.

Uses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.stationaryprocess

Constructors in dev.nm.stat.timeseries.linear.univariate.stationaryprocess with parameters of type AutoCovarianceFunction

Constructor and Description
InnovationsAlgorithm(int T, AutoCovarianceFunction K) Constructs an instance of InnovationsAlgorithm for a univariate time series with known auto-covariance structure.

Uses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma

Subclasses of AutoCovarianceFunction in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma

Modifier and Type	Class and Description
class	AutoCovariance Computes the Auto-CoVariance Function (ACVF) for an AutoRegressive Moving Average (ARMA) model by recursion.

Methods in dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma that return AutoCovarianceFunction

Modifier and Type	Method and Description
static AutoCovarianceFunction	ARMAForecastOneStep.K(ARMAModel arma)