com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma
Class VarFitting

java.lang.Object
  com.numericalmethod.suanshu.stats.timeseries.linear.multivariate.stationaryprocess.arima.arma.VarFitting

public class VarFitting
extends java.lang.Object

This class estimates the coefficients for a VAR model.

Constructor Summary

VarFitting(MultiVariateTimeSeries mts, int p)

Method Summary

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()