com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma

Class VARFitting

java.lang.Object

com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arma.VARFitting

All Implemented Interfaces:

java.io.Serializable

public class VARFitting
extends java.lang.Object
implements java.io.Serializable

This class estimates the coefficients for a VAR model.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
VARFitting(MultiVariateTimeSeries mts, int p)

Method Summary

Modifier and Type	Method and Description
ARModel	getFittedArModel()

Methods inherited from class java.lang.Object

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

Constructor Detail

VARFitting

public VARFitting(MultiVariateTimeSeries mts,
                  int p)

Method Detail

getFittedArModel

public ARModel getFittedArModel()