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

Class MAModel

java.lang.Object

com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAXModel

com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAModel

com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAModel

com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.MAModel

All Implemented Interfaces:

java.io.Serializable

public class MAModel
extends ARMAModel

This class represents an MA model.

See Also:

Wikipedia: Moving average model, Serialized Form

Field Summary

Fields inherited from class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAXModel

AR, MA, mu, psi, sigma

Constructor Summary

Constructors

Constructor and Description
MAModel(double[] MA) Construct a zero-mean univariate MA model with unit variance.
MAModel(double[] MA, double sigma) Construct a zero-mean univariate MA model.
MAModel(double mu, double[] MA) Construct a univariate MA model with unit variance.
MAModel(double mu, double[] MA, double sigma) Construct a univariate MA model.
MAModel(MAModel that) Copy constructor.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.stationaryprocess.arma.ARMAModel

armaMean, armaMeanNoIntercept

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAModel

getArma

Methods inherited from class com.numericalmethod.suanshu.stats.timeseries.linear.univariate.arima.ARIMAXModel

AR, AR, d, getArmax, MA, MA, maxPQ, mu, p, psi, q, sigma, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

MAModel

public MAModel(double mu,
               double[] MA,
               double sigma)

Construct a univariate MA model.

Parameters:

mu - the intercept (constant) term

MA - the MA coefficients (excluding the initial 1)

sigma - the white noise variance

MAModel

public MAModel(double mu,
               double[] MA)

Construct a univariate MA model with unit variance.

Parameters:

mu - the intercept (constant) term

MA - the MA coefficients (excluding the initial 1)

MAModel

public MAModel(double[] MA,
               double sigma)

Construct a zero-mean univariate MA model.

Parameters:

MA - the MA coefficients (excluding the initial 1)

sigma - the white noise variance

MAModel

public MAModel(double[] MA)

Construct a zero-mean univariate MA model with unit variance.

Parameters:

MA - the MA coefficients (excluding the initial 1)

MAModel

public MAModel(MAModel that)

Copy constructor.

Parameters:

that - a univariate MA model