| Package | Description |
|---|---|
| dev.nm.stat.timeseries.linear.multivariate.stationaryprocess.arma | |
| dev.nm.stat.timeseries.linear.univariate.arima | |
| dev.nm.stat.timeseries.linear.univariate.stationaryprocess.arma |
ARMA model fitting and forecasting from an ordered observation history.
|
| Constructor and Description |
|---|
VARMAXModel(ARMAXModel model)
Construct a multivariate model from a univariate ARMAX model.
|
| Modifier and Type | Method and Description |
|---|---|
ARMAXModel |
ARIMAXModel.getARMAX()
Get the ARMAX part of this ARIMAX model, essentially ignoring the differencing.
|
| Constructor and Description |
|---|
ARMAXModel(ARMAXModel that)
Copy constructor.
|
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