| Interface | Description |
|---|---|
| ARMAFitting |
This interface represents a fitting method for estimating φ, θ, μ and σ^2 in an ARMA model.
|
| Class | Description |
|---|---|
| ARMAModel |
This class represents a univariate ARMA model.
|
| ARMAXModel |
This class represents a univariate ARMAX (ARMA model with eXogenous inputs) model.
|
| ARModel |
This class represents an AR model.
|
| AutoCorrelation |
Compute the Auto-Correlation Function (ACF) for an AutoRegressive Moving Average (ARMA) model, assuming that
EXt = 0.
|
| AutoCovariance |
Compute the Auto-CoVariance Function (ACVF) for an AutoRegressive Moving Average (ARMA) model, assuming that
EXt = 0.
|
| ConditionalSumOfSquares |
This class does fitting for an ARIMA model by minimizing the conditional sum of squares (CSS).
|
| LinearRepresentation |
This class computes the linear representation of an Autoregressive Moving Average (ARMA) model.
|
| MAModel |
This class represents an MA model.
|